+3.7%
F vs BTDR
-69.9%
+73.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.6% | +3.3% |
| 7D | +6.0% | -17.6% | +23.6% | +7.4% |
| 30D | +4.3% | -40.3% | +44.5% | +8.1% |
| 3M | -10.1% | -42.6% | +32.6% | -7.1% |
| 6M | +12.8% | -46.3% | +59.1% | +16.5% |
| YTD | -0.1% | -41.7% | +41.7% | +1.1% |
| 1Y | +3.7% | -69.4% | +73.1% | +8.2% |
| All | +3.7% | -69.9% | +73.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling