-38.5%
BTDR vs Z
-54.7%
+16.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.3% | -10.5% | -12.2% |
| 7D | +15.4% | -4.9% | +20.4% | +17.1% |
| 30D | -33.4% | +3.0% | -36.4% | -34.4% |
| 3M | -32.0% | -13.4% | -18.6% | -30.2% |
| 6M | -52.2% | -27.3% | -24.9% | -48.9% |
| YTD | -45.3% | -57.8% | +12.5% | -32.3% |
| 1Y | -56.0% | -60.0% | +4.0% | -44.6% |
| 3Y | +54.4% | -21.5% | +75.9% | +80.5% |
| 5Y | -38.5% | -55.0% | +16.4% | -30.3% |
| All | -38.5% | -54.7% | +16.2% | -30.3% |
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