-29.7%
BTDR vs FIVE
+31.5%
-61.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.1% | +10.8% | +10.0% |
| 7D | +7.7% | -0.5% | +8.2% | +8.1% |
| 30D | -24.1% | +17.4% | -41.5% | -27.3% |
| 3M | -19.1% | +7.0% | -26.1% | -20.7% |
| 6M | -46.6% | +20.5% | -67.1% | -49.3% |
| YTD | -37.3% | +33.1% | -70.4% | -41.6% |
| 1Y | -53.2% | +67.1% | -120.3% | -58.6% |
| 3Y | +77.1% | +41.9% | +35.2% | +45.6% |
| 5Y | -29.7% | +21.1% | -50.8% | -41.9% |
| All | -29.7% | +31.5% | -61.2% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling