+14.9%
BTDR vs FTI
+267.9%
-253.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | -3.4% | -4.4% | +1.0% | -1.7% |
| 30D | +32.6% | +1.5% | +31.1% | +32.0% |
| 3M | -32.2% | +8.2% | -40.4% | -35.4% |
| 6M | +52.4% | +18.8% | +33.5% | +36.4% |
| YTD | +6.7% | +71.7% | -65.0% | -20.4% |
| 1Y | -15.2% | +90.0% | -105.3% | -40.6% |
| 3Y | +14.9% | +270.5% | -255.6% | -33.4% |
| All | +14.9% | +267.9% | -253.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling