+28.1%
BTDR vs M
+24.8%
+3.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.9% |
| 7D | +22.4% | +2.4% | +20.0% | +21.8% |
| 30D | +16.5% | -11.6% | +28.1% | +19.7% |
| 3M | -31.5% | +1.6% | -33.1% | -31.7% |
| 6M | +74.0% | +25.2% | +48.8% | +66.9% |
| YTD | +13.0% | +3.8% | +9.3% | +12.1% |
| 1Y | -0.2% | +36.3% | -36.6% | -6.2% |
| 3Y | +9.9% | +116.3% | -106.5% | -4.0% |
| 5Y | +28.1% | +28.2% | -0.1% | +14.0% |
| All | +28.1% | +24.8% | +3.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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