-69.4%
BTDR vs Z
-54.2%
-15.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +9.4% | -15.1% | -7.4% |
| 7D | -17.6% | +10.2% | -27.7% | -19.5% |
| 30D | -40.3% | +23.7% | -63.9% | -44.2% |
| 3M | -42.6% | -6.6% | -36.1% | -41.4% |
| 6M | -46.3% | -23.0% | -23.3% | -39.2% |
| YTD | -41.7% | -50.3% | +8.6% | -21.8% |
| 1Y | -69.4% | -53.6% | -15.8% | -56.7% |
| All | -69.4% | -54.2% | -15.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling