+131.6%
C vs BTDR
+28.1%
+103.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -0.8% |
| 7D | +3.2% | +22.4% | -19.2% | +2.0% |
| 30D | +1.3% | +16.5% | -15.2% | +0.1% |
| 3M | +3.1% | -31.5% | +34.6% | +4.3% |
| 6M | +29.6% | +74.0% | -44.4% | +24.1% |
| YTD | +19.0% | +13.0% | +5.9% | +16.0% |
| 1Y | +45.6% | -0.2% | +45.9% | +41.6% |
| 3Y | +269.3% | +9.9% | +259.4% | +241.2% |
| 5Y | +131.6% | +28.1% | +103.5% | +101.6% |
| All | +131.6% | +28.1% | +103.5% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling