+26.7%
BTDR vs FND
-59.9%
+86.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +3.6% |
| 7D | +22.4% | +0.4% | +22.0% | +22.3% |
| 30D | +16.5% | -23.6% | +40.0% | +25.3% |
| 3M | -31.5% | +4.3% | -35.8% | -32.9% |
| 6M | +74.0% | -20.3% | +94.3% | +83.1% |
| YTD | +13.0% | -21.3% | +34.3% | +19.5% |
| 1Y | -0.2% | -45.4% | +45.1% | +13.6% |
| 3Y | +9.9% | -48.9% | +58.8% | +24.1% |
| 5Y | +28.1% | -61.0% | +89.1% | +43.8% |
| All | +26.7% | -59.9% | +86.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling