-80.9%
FIG vs BTDR
-7.0%
-73.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.2% |
| 7D | -14.5% | +14.8% | -29.3% | -14.9% |
| 30D | -13.3% | +41.8% | -55.1% | -14.5% |
| 3M | +7.4% | -29.2% | +36.6% | +10.7% |
| 6M | -27.8% | +66.2% | -94.0% | -33.9% |
| YTD | -41.1% | +10.0% | -51.1% | -44.7% |
| 1Y | -58.7% | -11.0% | -47.7% | -61.4% |
| All | -80.9% | -7.0% | -73.9% | -82.2% |
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 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