-44.0%
BTDR vs STZ
-28.3%
-15.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.7% |
| 7D | -6.9% | +2.6% | -9.5% | -7.0% |
| 30D | -31.5% | +15.2% | -46.7% | -32.3% |
| 3M | -36.1% | +7.6% | -43.7% | -36.2% |
| 6M | -57.6% | +5.3% | -62.9% | -57.6% |
| YTD | -50.0% | +8.6% | -58.7% | -50.4% |
| 1Y | -49.6% | +15.6% | -65.2% | -50.5% |
| 3Y | +48.5% | -35.2% | +83.7% | +55.3% |
| 5Y | -43.8% | -29.1% | -14.7% | -40.8% |
| All | -44.0% | -28.3% | -15.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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