+25.2%
BTDR vs FN
+289.0%
-263.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.6% |
| 7D | +20.0% | -1.7% | +21.6% | +20.9% |
| 30D | +11.9% | -22.0% | +33.9% | +23.8% |
| 3M | -36.9% | -43.0% | +6.1% | -20.5% |
| 6M | +56.5% | -27.7% | +84.3% | +75.0% |
| YTD | +10.4% | -10.5% | +21.0% | +11.1% |
| 1Y | +3.1% | +12.5% | -9.4% | -4.8% |
| 3Y | -2.6% | +153.8% | -156.4% | -31.7% |
| All | +25.2% | +289.0% | -263.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling