+15.3%
BTDR vs ITOT
+76.3%
-61.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -5.5% |
| 7D | -3.2% | -2.0% | -1.2% | 0.0% |
| 30D | +32.7% | -2.0% | +34.6% | +37.1% |
| 3M | -28.4% | +4.5% | -32.9% | -31.9% |
| 6M | +51.7% | +12.6% | +39.1% | +33.4% |
| YTD | +2.9% | +12.0% | -9.1% | -7.8% |
| 1Y | -15.5% | +17.3% | -32.7% | -27.3% |
| 3Y | 0.0% | +75.2% | -75.2% | -28.7% |
| 5Y | +16.5% | +74.0% | -57.6% | -17.5% |
| All | +15.3% | +76.3% | -61.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling