+19.6%
BTDR vs NTR
+54.6%
-35.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +32.6% | +16.8% | +15.8% | +30.7% |
| 3M | -32.2% | +20.7% | -53.0% | -33.7% |
| 6M | +52.4% | +0.5% | +51.8% | +52.0% |
| YTD | +6.7% | +29.2% | -22.5% | +2.0% |
| 1Y | -15.2% | +39.6% | -54.8% | -20.0% |
| 3Y | +14.9% | +37.9% | -23.0% | +6.6% |
| 5Y | +20.8% | +47.1% | -26.3% | +12.1% |
| All | +19.6% | +54.6% | -35.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling