+24.7%
BTDR vs Z
-65.8%
+90.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +14.8% | -7.1% | +21.9% | +16.8% |
| 30D | +41.8% | -4.8% | +46.6% | +42.9% |
| 3M | -29.2% | -9.3% | -19.8% | -28.1% |
| 6M | +66.2% | -29.0% | +95.1% | +79.9% |
| YTD | +10.0% | -52.9% | +62.9% | +31.0% |
| 1Y | -11.0% | -63.1% | +52.2% | +12.3% |
| 3Y | +6.9% | -36.9% | +43.8% | +19.1% |
| 5Y | +24.7% | -65.5% | +90.2% | +39.0% |
| All | +24.7% | -65.8% | +90.4% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling