-43.7%
BTDR vs FGI
-74.8%
+31.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -25.2% | +16.5% | -8.2% |
| 7D | -6.9% | -14.4% | +7.5% | -6.6% |
| 30D | -31.5% | -11.8% | -19.8% | -31.4% |
| 3M | -36.1% | -46.2% | +10.2% | -35.5% |
| 6M | -57.6% | +5.2% | -62.8% | -58.5% |
| YTD | -50.0% | +10.5% | -60.6% | -51.9% |
| 1Y | -49.6% | +25.5% | -75.1% | -51.6% |
| 3Y | +48.5% | -16.0% | +64.5% | +41.7% |
| All | -43.7% | -74.8% | +31.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling