+15.3%
BTDR vs FN
+348.0%
-332.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.0% |
| 7D | -3.2% | +2.3% | -5.5% | -4.1% |
| 30D | +32.7% | -23.2% | +55.9% | +47.0% |
| 3M | -28.4% | -30.4% | +2.0% | -17.4% |
| 6M | +51.7% | -25.6% | +77.3% | +67.9% |
| YTD | +2.9% | -11.3% | +14.1% | +4.0% |
| 1Y | -15.5% | +8.4% | -23.9% | -20.6% |
| 3Y | 0.0% | +166.2% | -166.2% | -29.4% |
| 5Y | +16.5% | +290.3% | -273.9% | -21.1% |
| All | +15.3% | +348.0% | -332.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling