+141.8%
C vs BTDR
+23.3%
+118.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +2.6% | +14.8% | -12.2% | +1.8% |
| 30D | +1.9% | +41.8% | -39.9% | -0.3% |
| 3M | +2.8% | -29.2% | +32.0% | +3.9% |
| 6M | +30.6% | +66.2% | -35.6% | +25.3% |
| YTD | +19.9% | +10.0% | +9.9% | +17.1% |
| 1Y | +44.6% | -11.0% | +55.5% | +41.3% |
| 3Y | +272.1% | +6.9% | +265.2% | +244.4% |
| 5Y | +132.0% | +24.7% | +107.3% | +108.4% |
| All | +141.8% | +23.3% | +118.5% | +116.4% |
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