-15.8%
F vs BTDR
-39.7%
+23.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.3% | -14.0% | -1.5% |
| 7D | +1.6% | -10.4% | +11.9% | +1.9% |
| 30D | +2.6% | -42.2% | +44.8% | +5.5% |
| 3M | -8.8% | -42.8% | +34.0% | -6.6% |
| 6M | +4.6% | -60.2% | +64.8% | +8.6% |
| YTD | -1.9% | -46.3% | +44.4% | -0.7% |
| 1Y | -0.8% | -71.7% | +70.9% | +3.4% |
| 3Y | +43.5% | +54.6% | -11.2% | +32.8% |
| All | -15.8% | -39.7% | +23.9% | -25.5% |
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