+23.3%
BTDR vs FTI
+972.1%
-948.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | +14.8% | -2.3% | +17.1% | +15.2% |
| 30D | +41.8% | +5.0% | +36.8% | +40.8% |
| 3M | -29.2% | +13.8% | -43.0% | -31.1% |
| 6M | +66.2% | +22.9% | +43.3% | +58.9% |
| YTD | +10.0% | +75.0% | -65.0% | -0.9% |
| 1Y | -11.0% | +96.9% | -107.9% | -21.6% |
| 3Y | +6.9% | +276.7% | -269.8% | -10.9% |
| 5Y | +24.7% | +1,157.0% | -1,132.3% | +5.5% |
| All | +23.3% | +972.1% | -948.8% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling