-39.6%
BTDR vs FN
+170.4%
-210.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +11.7% | +1.6% | +7.6% |
| 7D | -10.4% | 0.0% | -10.3% | -9.3% |
| 30D | -42.2% | -34.3% | -7.9% | -28.8% |
| 3M | -42.8% | -39.9% | -3.0% | -27.7% |
| 6M | -60.2% | -51.8% | -8.3% | -45.1% |
| YTD | -46.3% | -28.1% | -18.2% | -39.7% |
| 1Y | -71.7% | -29.1% | -42.6% | -67.9% |
| 3Y | +54.6% | +102.4% | -47.8% | +19.2% |
| All | -39.6% | +170.4% | -210.0% | -55.9% |
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