+19.6%
BTDR vs NTRS
+95.4%
-75.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.1% |
| 7D | -3.4% | +1.4% | -4.8% | -4.2% |
| 30D | +32.6% | -0.7% | +33.2% | +32.8% |
| 3M | -32.2% | +11.3% | -43.6% | -36.2% |
| 6M | +52.4% | +35.5% | +16.8% | +29.0% |
| YTD | +6.7% | +40.6% | -33.9% | -10.6% |
| 1Y | -15.2% | +49.2% | -64.4% | -30.8% |
| 3Y | +14.9% | +167.2% | -152.3% | -19.0% |
| 5Y | +20.8% | +94.9% | -74.1% | -14.6% |
| All | +19.6% | +95.4% | -75.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling