-29.7%
BTDR vs FFIV
+56.4%
-86.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.2% |
| 7D | +7.7% | -2.9% | +10.6% | +10.1% |
| 30D | -24.1% | -32.4% | +8.3% | -8.1% |
| 3M | -19.1% | -22.7% | +3.6% | -9.5% |
| 6M | -46.6% | -10.7% | -35.9% | -44.9% |
| YTD | -37.3% | +25.4% | -62.7% | -46.7% |
| 1Y | -53.2% | +34.2% | -87.4% | -61.8% |
| 3Y | +77.1% | +101.2% | -24.1% | +31.4% |
| 5Y | -29.7% | +42.0% | -71.7% | -48.4% |
| All | -29.7% | +56.4% | -86.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling