+21.7%
BTDR vs FFIV
+142.0%
-120.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.5% |
| 7D | +22.4% | -1.5% | +24.0% | +24.1% |
| 30D | +16.5% | -2.7% | +19.1% | +18.1% |
| 3M | -31.5% | -1.7% | -29.8% | -30.9% |
| 6M | +74.0% | +36.1% | +37.9% | +26.4% |
| YTD | +13.0% | +52.6% | -39.6% | -27.6% |
| 1Y | -0.2% | +21.5% | -21.8% | -22.0% |
| All | +21.7% | +142.0% | -120.3% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling