+54.6%
BTDR vs FIVE
+34.8%
+19.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.4% |
| 7D | -10.4% | -0.3% | -10.1% | -10.2% |
| 30D | -42.2% | +17.7% | -59.8% | -46.2% |
| 3M | -42.8% | +4.0% | -46.8% | -43.8% |
| 6M | -60.2% | +2.6% | -62.8% | -60.9% |
| YTD | -46.3% | +27.6% | -73.9% | -51.6% |
| 1Y | -71.7% | +59.9% | -131.6% | -76.5% |
| 3Y | +54.6% | +35.8% | +18.9% | +12.9% |
| All | +54.6% | +34.8% | +19.8% | +12.9% |
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