+43.8%
F vs BTDR
+23.8%
+20.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.5% | +1.2% |
| 7D | +5.3% | +20.0% | -14.6% | +4.2% |
| 30D | +4.6% | +11.9% | -7.3% | +3.6% |
| 3M | -3.7% | -36.9% | +33.3% | -1.8% |
| 6M | +16.8% | +56.5% | -39.7% | +12.6% |
| YTD | +15.3% | +10.4% | +4.9% | +12.6% |
| 1Y | +31.0% | +3.1% | +27.9% | +27.0% |
| 3Y | +45.4% | -2.6% | +48.0% | +31.0% |
| 5Y | +54.7% | +25.2% | +29.5% | +37.1% |
| All | +43.8% | +23.8% | +20.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling