+19.6%
BTDR vs NWSA
+24.1%
-4.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -3.4% | -2.8% | -0.6% | -2.4% |
| 30D | +32.6% | +3.0% | +29.6% | +31.2% |
| 3M | -32.2% | +12.3% | -44.6% | -36.1% |
| 6M | +52.4% | +21.9% | +30.5% | +38.6% |
| YTD | +6.7% | +13.6% | -6.9% | -0.5% |
| 1Y | -15.2% | +0.5% | -15.7% | -16.7% |
| 3Y | +14.9% | +43.8% | -28.9% | +4.2% |
| 5Y | +20.8% | +41.2% | -20.4% | +8.0% |
| All | +19.6% | +24.1% | -4.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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