+14.9%
BTDR vs NTR
+36.8%
-21.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +32.6% | +16.8% | +15.8% | +29.3% |
| 3M | -32.2% | +20.7% | -53.0% | -34.9% |
| 6M | +52.4% | +0.5% | +51.8% | +52.1% |
| YTD | +6.7% | +29.2% | -22.5% | -3.5% |
| 1Y | -15.2% | +39.6% | -54.8% | -25.7% |
| 3Y | +14.9% | +37.9% | -23.0% | +0.3% |
| All | +14.9% | +36.8% | -21.9% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling