-33.9%
BTDR vs FN
+305.9%
-339.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.9% | -2.0% | +4.2% |
| 7D | +7.1% | +16.3% | -9.2% | +0.8% |
| 30D | -31.4% | -24.7% | -6.6% | -21.1% |
| 3M | -39.2% | -34.9% | -4.3% | -26.5% |
| 6M | -50.9% | -41.1% | -9.8% | -38.8% |
| YTD | -41.0% | -19.6% | -21.4% | -37.2% |
| 1Y | -69.9% | -18.5% | -51.4% | -68.1% |
| 3Y | +87.3% | +119.1% | -31.9% | +40.6% |
| 5Y | -33.6% | +206.9% | -240.6% | -52.6% |
| All | -33.9% | +305.9% | -339.8% | -52.6% |
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 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