+46.5%
F vs BTDR
+28.1%
+18.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.3% | -6.6% | -4.4% |
| 7D | +1.2% | +22.4% | -21.3% | -0.1% |
| 30D | +1.2% | +16.5% | -15.2% | 0.0% |
| 3M | -5.7% | -31.5% | +25.8% | -4.3% |
| 6M | +17.9% | +74.0% | -56.1% | +13.0% |
| YTD | +10.4% | +13.0% | -2.6% | +7.7% |
| 1Y | +25.3% | -0.2% | +25.6% | +21.7% |
| 3Y | +37.5% | +9.9% | +27.6% | +23.6% |
| 5Y | +46.5% | +28.1% | +18.4% | +25.1% |
| All | +46.5% | +28.1% | +18.4% | +25.1% |
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