+23.8%
BTDR vs Z
-67.8%
+91.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.1% | +4.5% |
| 7D | +20.0% | -3.0% | +23.0% | +20.9% |
| 30D | +11.9% | -4.2% | +16.1% | +12.8% |
| 3M | -36.9% | -3.7% | -33.2% | -36.9% |
| 6M | +56.5% | -24.5% | +81.0% | +66.9% |
| YTD | +10.4% | -49.3% | +59.7% | +29.0% |
| 1Y | +3.1% | -58.7% | +61.8% | +26.1% |
| 3Y | -2.6% | -34.1% | +31.5% | +6.4% |
| 5Y | +25.2% | -64.5% | +89.7% | +38.2% |
| All | +23.8% | -67.8% | +91.6% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling