-69.4%
BTDR vs FTV
+37.8%
-107.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -6.1% |
| 7D | -17.6% | +6.6% | -24.1% | -18.7% |
| 30D | -40.3% | +19.1% | -59.4% | -42.6% |
| 3M | -42.6% | +13.1% | -55.7% | -44.4% |
| 6M | -46.3% | +14.0% | -60.3% | -47.6% |
| YTD | -41.7% | +24.2% | -65.9% | -44.7% |
| 1Y | -69.4% | +36.4% | -105.8% | -70.5% |
| All | -69.4% | +37.8% | -107.2% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling