-33.9%
BTDR vs FIVE
+33.1%
-67.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +8.3% |
| 7D | +7.1% | +6.2% | +0.9% | +5.5% |
| 30D | -31.4% | +18.2% | -49.5% | -34.4% |
| 3M | -39.2% | +3.8% | -43.1% | -39.8% |
| 6M | -50.9% | +13.7% | -64.7% | -52.7% |
| YTD | -41.0% | +34.7% | -75.8% | -45.3% |
| 1Y | -69.9% | +66.6% | -136.6% | -73.4% |
| 3Y | +87.3% | +44.3% | +43.0% | +53.5% |
| 5Y | -33.6% | +18.8% | -52.4% | -45.3% |
| All | -33.9% | +33.1% | -67.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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