-69.4%
BTDR vs NTRS
+43.5%
-112.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.8% | -9.2% |
| 7D | -17.6% | +3.6% | -21.1% | -20.8% |
| 30D | -40.3% | +4.3% | -44.6% | -42.9% |
| 3M | -42.6% | -1.9% | -40.7% | -42.2% |
| 6M | -46.3% | +11.4% | -57.7% | -52.2% |
| YTD | -41.7% | +32.3% | -74.0% | -59.8% |
| 1Y | -69.4% | +42.5% | -111.9% | -81.9% |
| All | -69.4% | +43.5% | -112.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling