-43.9%
BTDR vs FTV
+17.3%
-61.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | -6.9% | +3.9% | -10.8% | -8.8% |
| 30D | -31.5% | +18.7% | -50.2% | -37.5% |
| 3M | -36.1% | +10.0% | -46.1% | -39.2% |
| 6M | -57.6% | +14.6% | -72.2% | -60.9% |
| YTD | -50.0% | +23.4% | -73.5% | -56.3% |
| 1Y | -49.6% | +31.3% | -80.9% | -57.6% |
| 3Y | +48.5% | +39.8% | +8.7% | +32.2% |
| All | -43.9% | +17.3% | -61.3% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling