+23.8%
BTDR vs FFIV
+90.8%
-67.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.2% |
| 7D | +20.0% | -1.0% | +20.9% | +20.7% |
| 30D | +11.9% | -5.1% | +17.0% | +14.6% |
| 3M | -36.9% | -4.5% | -32.5% | -35.2% |
| 6M | +56.5% | +36.5% | +20.0% | +30.7% |
| YTD | +10.4% | +53.0% | -42.5% | -13.4% |
| 1Y | +3.1% | +24.2% | -21.1% | -11.0% |
| 3Y | -2.6% | +137.2% | -139.8% | -33.1% |
| 5Y | +25.2% | +91.8% | -66.6% | -15.0% |
| All | +23.8% | +90.8% | -67.0% | -15.8% |
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