+10.8%
BTDR vs FTV
-5.5%
+16.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -4.3% |
| 7D | -3.2% | -5.2% | +2.0% | +1.7% |
| 30D | +32.7% | -11.5% | +44.2% | +48.3% |
| 3M | -28.4% | -9.0% | -19.3% | -23.1% |
| 6M | +51.7% | -2.0% | +53.7% | +49.9% |
| YTD | +2.9% | -0.9% | +3.8% | -2.0% |
| 1Y | -15.5% | +14.8% | -30.3% | -34.3% |
| All | +10.8% | -5.5% | +16.3% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling