-2.9%
BTDR vs FGI
-4.4%
+1.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.5% | -3.6% | +3.8% |
| 7D | +20.0% | +0.5% | +19.4% | +19.9% |
| 30D | +11.9% | +65.4% | -53.5% | +8.9% |
| 3M | -36.9% | +23.5% | -60.4% | -38.1% |
| 6M | +56.5% | +60.5% | -4.0% | +49.1% |
| YTD | +10.4% | +30.0% | -19.6% | +6.0% |
| 1Y | +3.1% | +82.1% | -79.0% | -3.0% |
| All | -2.9% | -4.4% | +1.5% | -9.4% |
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