+16.5%
BTDR vs FLR
+230.6%
-214.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.3% |
| 7D | -3.2% | -6.9% | +3.7% | +0.4% |
| 30D | +32.7% | +1.1% | +31.5% | +31.9% |
| 3M | -28.4% | +14.3% | -42.7% | -31.8% |
| 6M | +51.7% | +19.1% | +32.6% | +42.1% |
| YTD | +2.9% | +35.1% | -32.3% | -9.3% |
| 1Y | -15.5% | +29.5% | -44.9% | -22.6% |
| 3Y | 0.0% | +53.0% | -53.0% | -6.4% |
| 5Y | +16.5% | +238.9% | -222.5% | +9.7% |
| All | +16.5% | +230.6% | -214.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling