+19.6%
BTDR vs USFR
+20.5%
-0.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.3% |
| 30D | +32.6% | +0.4% | +32.2% | +32.9% |
| 3M | -32.2% | +1.0% | -33.3% | -32.1% |
| 6M | +52.4% | +2.0% | +50.4% | +50.0% |
| YTD | +6.7% | +2.8% | +3.9% | +2.8% |
| 1Y | -15.2% | +4.1% | -19.3% | -21.9% |
| 3Y | +14.9% | +14.1% | +0.7% | +5.2% |
| 5Y | +20.8% | +20.6% | +0.2% | +20.1% |
| All | +19.6% | +20.5% | -0.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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