+61.5%
BTDR vs FFIV
+102.8%
-41.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -7.4% | -4.2% | -3.2% | -3.6% |
| 30D | -33.4% | -33.9% | +0.4% | -11.4% |
| 3M | -26.3% | -22.6% | -3.7% | -14.9% |
| 6M | -52.4% | -10.4% | -42.0% | -51.9% |
| YTD | -42.8% | +24.3% | -67.1% | -58.3% |
| 1Y | -63.7% | +31.8% | -95.5% | -75.1% |
| 3Y | +61.5% | +99.5% | -38.0% | -54.7% |
| All | +61.5% | +102.8% | -41.4% | -54.7% |
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