+3.1%
BTDR vs NTRS
+47.2%
-44.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +20.0% | +0.4% | +19.6% | +19.6% |
| 30D | +11.9% | +1.7% | +10.2% | +8.8% |
| 3M | -36.9% | +8.9% | -45.8% | -42.8% |
| 6M | +56.5% | +30.6% | +25.9% | +11.3% |
| YTD | +10.4% | +38.7% | -28.3% | -26.8% |
| 1Y | +3.1% | +48.1% | -45.0% | -35.9% |
| All | +3.1% | +47.2% | -44.1% | -35.9% |
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