+23.3%
BTDR vs FN
+363.9%
-340.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +14.8% | +5.8% | +9.0% | +12.0% |
| 30D | +41.8% | -20.6% | +62.4% | +54.8% |
| 3M | -29.2% | -28.6% | -0.6% | -19.2% |
| 6M | +66.2% | -20.7% | +86.9% | +78.8% |
| YTD | +10.0% | -8.1% | +18.1% | +9.5% |
| 1Y | -11.0% | +13.3% | -24.3% | -18.0% |
| 3Y | +6.9% | +175.7% | -168.7% | -25.7% |
| 5Y | +24.7% | +297.4% | -272.7% | -16.9% |
| All | +23.3% | +363.9% | -340.6% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling