+23.8%
BTDR vs FN
+351.9%
-328.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.7% |
| 3M | -36.9% | -43.0% | +6.1% | -20.7% |
| 6M | +56.5% | -27.7% | +84.3% | +74.9% |
| YTD | +10.4% | -10.5% | +21.0% | +11.2% |
| 1Y | +3.1% | +12.5% | -9.4% | -4.6% |
| 3Y | -2.6% | +153.8% | -156.4% | -31.2% |
| 5Y | +25.2% | +288.0% | -262.8% | -15.6% |
| All | +23.8% | +351.9% | -328.1% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling