-43.9%
BTDR vs FN
+169.4%
-213.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.3% | -1.3% | -5.0% |
| 7D | -6.9% | +0.3% | -7.2% | -6.5% |
| 30D | -31.5% | -16.5% | -15.0% | -24.0% |
| 3M | -36.1% | -42.1% | +6.0% | -17.7% |
| 6M | -57.6% | -52.9% | -4.8% | -40.6% |
| YTD | -50.0% | -28.0% | -22.1% | -43.6% |
| 1Y | -49.6% | -18.5% | -31.1% | -46.2% |
| 3Y | +48.5% | +93.9% | -45.3% | +15.8% |
| All | -43.9% | +169.4% | -213.4% | -58.9% |
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