+14.9%
BTDR vs FLR
+54.2%
-39.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.7% |
| 7D | -3.4% | -3.5% | +0.1% | -0.3% |
| 30D | +32.6% | +4.2% | +28.4% | +27.8% |
| 3M | -32.2% | +8.1% | -40.3% | -35.8% |
| 6M | +52.4% | +21.5% | +30.8% | +29.8% |
| YTD | +6.7% | +36.8% | -30.1% | -19.5% |
| 1Y | -15.2% | +31.2% | -46.4% | -32.0% |
| 3Y | +14.9% | +53.9% | -39.0% | -26.1% |
| All | +14.9% | +54.2% | -39.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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