+54.6%
BTDR vs FN
+101.0%
-46.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +11.7% | +1.6% | +6.3% |
| 7D | -10.4% | 0.0% | -10.3% | -9.3% |
| 30D | -42.2% | -34.3% | -7.9% | -25.6% |
| 3M | -42.8% | -39.9% | -3.0% | -24.2% |
| 6M | -60.2% | -51.8% | -8.3% | -41.3% |
| YTD | -46.3% | -28.1% | -18.2% | -40.2% |
| 1Y | -71.7% | -29.1% | -42.6% | -68.2% |
| 3Y | +54.6% | +102.4% | -47.8% | -37.0% |
| All | +54.6% | +101.0% | -46.4% | -37.0% |
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