+62.6%
BTDR vs FGI
+12.3%
+50.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +6.2% | -19.0% | -12.9% |
| 7D | +15.4% | +13.5% | +1.9% | +15.2% |
| 30D | -33.4% | +17.1% | -50.5% | -33.6% |
| 3M | -32.0% | +78.0% | -110.1% | -33.9% |
| 6M | -52.2% | +46.4% | -98.7% | -53.4% |
| YTD | -45.3% | +47.7% | -93.0% | -47.7% |
| 1Y | -56.0% | +56.8% | -112.8% | -58.0% |
| All | +62.6% | +12.3% | +50.3% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling