+26.7%
BTDR vs USFR
+20.4%
+6.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.4% |
| 7D | +22.4% | +0.1% | +22.4% | +22.5% |
| 30D | +16.5% | +0.3% | +16.1% | +16.7% |
| 3M | -31.5% | +1.0% | -32.5% | -31.4% |
| 6M | +74.0% | +1.9% | +72.1% | +71.0% |
| YTD | +13.0% | +2.7% | +10.4% | +8.9% |
| 1Y | -0.2% | +4.0% | -4.3% | -8.2% |
| 3Y | +9.9% | +14.0% | -4.1% | +0.5% |
| 5Y | +28.1% | +20.4% | +7.7% | +27.2% |
| All | +26.7% | +20.4% | +6.3% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling