+26.7%
BTDR vs FLR
+243.6%
-216.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +22.4% | +0.7% | +21.8% | +22.0% |
| 30D | +16.5% | -0.7% | +17.1% | +17.6% |
| 3M | -31.5% | +14.3% | -45.8% | -34.9% |
| 6M | +74.0% | +25.6% | +48.4% | +58.8% |
| YTD | +13.0% | +42.9% | -29.8% | -2.9% |
| 1Y | -0.2% | +38.7% | -39.0% | -11.5% |
| 3Y | +9.9% | +61.8% | -51.9% | +0.2% |
| 5Y | +28.1% | +254.1% | -226.0% | +18.3% |
| All | +26.7% | +243.6% | -216.9% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling