+19.6%
BTDR vs FND
-60.4%
+80.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -3.4% | -5.8% | +2.4% | -1.9% |
| 30D | +32.6% | -20.2% | +52.8% | +40.6% |
| 3M | -32.2% | -12.0% | -20.3% | -30.3% |
| 6M | +52.4% | -18.5% | +70.9% | +59.6% |
| YTD | +6.7% | -22.3% | +28.9% | +13.3% |
| 1Y | -15.2% | -47.6% | +32.4% | -2.5% |
| 3Y | +14.9% | -49.8% | +64.6% | +30.2% |
| 5Y | +20.8% | -63.0% | +83.8% | +35.9% |
| All | +19.6% | -60.4% | +80.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling