+35.2%
BX vs BTDR
+23.3%
+11.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.4% |
| 7D | -5.7% | +14.8% | -20.5% | -6.8% |
| 30D | -8.9% | +41.8% | -50.7% | -11.7% |
| 3M | +8.4% | -29.2% | +37.6% | +10.2% |
| 6M | +18.9% | +66.2% | -47.2% | +11.4% |
| YTD | -13.6% | +10.0% | -23.6% | -16.7% |
| 1Y | -22.4% | -11.0% | -11.5% | -25.2% |
| 3Y | +26.0% | +6.9% | +19.1% | +10.4% |
| 5Y | +18.8% | +24.7% | -5.9% | 0.0% |
| All | +35.2% | +23.3% | +11.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling