+3.1%
BTDR vs FTV
+21.5%
-18.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | +20.0% | -4.6% | +24.6% | +21.0% |
| 30D | +11.9% | -7.2% | +19.1% | +13.5% |
| 3M | -36.9% | -7.3% | -29.7% | -35.4% |
| 6M | +56.5% | -1.6% | +58.1% | +53.9% |
| YTD | +10.4% | +3.3% | +7.1% | +10.2% |
| 1Y | +3.1% | +20.2% | -17.1% | +3.4% |
| All | +3.1% | +21.5% | -18.4% | +3.4% |
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