+24.5%
BTDR vs FTV
-0.7%
+25.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.0% |
| 7D | +14.8% | -1.3% | +16.1% | +15.7% |
| 30D | +41.8% | -9.5% | +51.3% | +49.5% |
| 3M | -29.2% | -10.9% | -18.3% | -25.0% |
| 6M | +66.2% | -0.6% | +66.8% | +64.9% |
| YTD | +10.0% | +1.4% | +8.6% | +7.0% |
| 1Y | -11.0% | +17.6% | -28.6% | -21.4% |
| 3Y | +6.9% | -3.3% | +10.2% | +6.3% |
| All | +24.5% | -0.7% | +25.2% | +22.2% |
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