+115.7%
C vs BTDR
-35.9%
+151.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.4% |
| 7D | -0.4% | -7.4% | +7.0% | -0.1% |
| 30D | -5.2% | -33.4% | +28.3% | -3.3% |
| 3M | -9.1% | -26.3% | +17.2% | -8.2% |
| 6M | -1.6% | -52.4% | +50.8% | +1.0% |
| YTD | +6.9% | -42.8% | +49.8% | +7.8% |
| 1Y | +23.0% | -63.7% | +86.6% | +26.2% |
| 3Y | +216.1% | +61.5% | +154.7% | +205.5% |
| 5Y | +112.2% | -35.6% | +147.9% | +96.3% |
| All | +115.7% | -35.9% | +151.6% | +99.2% |
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 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