+32.3%
F vs BTDR
+23.3%
+9.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.8% |
| 7D | -4.9% | +14.8% | -19.7% | -5.7% |
| 30D | -2.9% | +41.8% | -44.7% | -5.0% |
| 3M | -9.1% | -29.2% | +20.1% | -7.9% |
| 6M | +12.9% | +66.2% | -53.2% | +8.5% |
| YTD | +6.1% | +10.0% | -3.9% | +3.6% |
| 1Y | +22.5% | -11.0% | +33.5% | +19.8% |
| 3Y | +32.1% | +6.9% | +25.1% | +19.0% |
| 5Y | +43.7% | +24.7% | +19.1% | +27.4% |
| All | +32.3% | +23.3% | +9.0% | +15.6% |
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 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