+27.5%
BTDR vs FGI
-69.8%
+97.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +2.3% |
| 7D | +22.4% | +5.2% | +17.3% | +22.3% |
| 30D | +16.5% | +65.2% | -48.8% | +13.5% |
| 3M | -31.5% | +30.2% | -61.6% | -32.9% |
| 6M | +74.0% | +87.8% | -13.8% | +65.4% |
| YTD | +13.0% | +32.5% | -19.4% | +8.6% |
| 1Y | -0.2% | +93.6% | -93.8% | -6.1% |
| 3Y | +9.9% | -2.6% | +12.5% | +4.7% |
| All | +27.5% | -69.8% | +97.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling