+34.6%
BX vs BTDR
+19.6%
+15.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.3% | +2.2% |
| 7D | -5.6% | -3.4% | -2.2% | -5.3% |
| 30D | -12.2% | +32.6% | -44.8% | -14.4% |
| 3M | +7.4% | -32.2% | +39.6% | +9.6% |
| 6M | +22.2% | +52.4% | -30.2% | +15.2% |
| YTD | -14.0% | +6.7% | -20.7% | -16.8% |
| 1Y | -27.3% | -15.2% | -12.1% | -29.6% |
| 3Y | +24.5% | +14.9% | +9.7% | +9.5% |
| 5Y | +18.9% | +20.8% | -1.9% | +0.3% |
| All | +34.6% | +19.6% | +15.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling