+16.5%
BTDR vs FND
-62.8%
+79.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.1% |
| 7D | -3.2% | -5.1% | +1.9% | -1.8% |
| 30D | +32.7% | -22.5% | +55.2% | +42.0% |
| 3M | -28.4% | -5.0% | -23.4% | -27.8% |
| 6M | +51.7% | -21.5% | +73.2% | +60.5% |
| YTD | +2.9% | -23.0% | +25.9% | +9.6% |
| 1Y | -15.5% | -44.9% | +29.4% | -3.6% |
| 3Y | 0.0% | -50.0% | +50.0% | +13.9% |
| 5Y | +16.5% | -63.3% | +79.8% | +31.7% |
| All | +16.5% | -62.8% | +79.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling