+19.6%
BTDR vs FTV
+7.6%
+12.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -3.4% | -4.0% | +0.6% | -1.2% |
| 30D | +32.6% | -11.0% | +43.6% | +41.1% |
| 3M | -32.2% | -8.4% | -23.8% | -29.4% |
| 6M | +52.4% | -2.6% | +54.9% | +52.9% |
| YTD | +6.7% | -0.6% | +7.3% | +5.1% |
| 1Y | -15.2% | +11.0% | -26.2% | -22.3% |
| 3Y | +14.9% | -6.3% | +21.2% | +15.6% |
| 5Y | +20.8% | -1.5% | +22.3% | +20.6% |
| All | +19.6% | +7.6% | +12.0% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling