+28.1%
BTDR vs FFIV
+92.2%
-64.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.5% |
| 7D | +22.4% | -1.5% | +24.0% | +23.5% |
| 30D | +16.5% | -2.7% | +19.1% | +17.6% |
| 3M | -31.5% | -1.7% | -29.8% | -30.9% |
| 6M | +74.0% | +36.1% | +37.9% | +45.3% |
| YTD | +13.0% | +52.6% | -39.6% | -11.5% |
| 1Y | -0.2% | +21.5% | -21.8% | -12.9% |
| 3Y | +9.9% | +142.7% | -132.8% | -25.1% |
| 5Y | +28.1% | +92.6% | -64.5% | -13.4% |
| All | +28.1% | +92.2% | -64.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling