+6.7%
BTDR vs FIVE
+56.0%
-49.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.1% | -1.2% | +1.8% |
| 7D | +20.0% | +4.3% | +15.7% | +17.9% |
| 30D | +11.9% | +12.5% | -0.6% | +6.6% |
| 3M | -36.9% | +31.2% | -68.2% | -43.7% |
| 6M | +56.5% | +14.4% | +42.1% | +47.8% |
| YTD | +10.4% | +33.9% | -23.5% | -1.8% |
| 1Y | +3.1% | +65.1% | -62.0% | -15.1% |
| All | +6.7% | +56.0% | -49.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling