+48.5%
BTDR vs FN
+96.4%
-47.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.3% | -1.3% | -4.2% |
| 7D | -6.9% | +0.3% | -7.2% | -6.4% |
| 30D | -31.5% | -16.5% | -15.0% | -22.4% |
| 3M | -36.1% | -42.1% | +6.0% | -13.2% |
| 6M | -57.6% | -52.9% | -4.8% | -36.2% |
| YTD | -50.0% | -28.0% | -22.1% | -44.1% |
| 1Y | -49.6% | -18.5% | -31.1% | -48.0% |
| 3Y | +48.5% | +93.9% | -45.3% | -43.1% |
| All | +48.5% | +96.4% | -47.9% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling