+28.1%
BTDR vs FIVE
+38.7%
-10.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +22.4% | +3.7% | +18.7% | +21.2% |
| 30D | +16.5% | +4.0% | +12.5% | +15.3% |
| 3M | -31.5% | +36.2% | -67.7% | -37.1% |
| 6M | +74.0% | +18.0% | +56.0% | +66.3% |
| YTD | +13.0% | +34.9% | -21.9% | +4.6% |
| 1Y | -0.2% | +67.9% | -68.1% | -12.2% |
| 3Y | +9.9% | +57.3% | -47.4% | -10.5% |
| 5Y | +28.1% | +39.5% | -11.4% | +5.7% |
| All | +28.1% | +38.7% | -10.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling