+10.8%
BTDR vs NWSA
+43.0%
-32.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.0% |
| 7D | -3.2% | -4.8% | +1.6% | -0.1% |
| 30D | +32.7% | +3.0% | +29.7% | +30.2% |
| 3M | -28.4% | +9.3% | -37.7% | -34.7% |
| 6M | +51.7% | +23.2% | +28.5% | +23.9% |
| YTD | +2.9% | +13.3% | -10.5% | -10.4% |
| 1Y | -15.5% | +2.9% | -18.4% | -19.2% |
| All | +10.8% | +43.0% | -32.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling