-11.0%
BTDR vs FIVE
+64.7%
-75.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -0.7% |
| 7D | +14.8% | +1.7% | +13.1% | +13.3% |
| 30D | +41.8% | +5.0% | +36.8% | +35.6% |
| 3M | -29.2% | +29.5% | -58.7% | -41.7% |
| 6M | +66.2% | +12.4% | +53.8% | +51.1% |
| YTD | +10.0% | +31.2% | -21.2% | -13.6% |
| 1Y | -11.0% | +72.9% | -83.8% | -42.3% |
| All | -11.0% | +64.7% | -75.7% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling