+1,422.1%
FIX vs BTDR
-35.9%
+1,458.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -13.9% | -7.4% | -6.6% | -12.9% |
| 30D | -35.5% | -33.4% | -2.1% | -31.9% |
| 3M | -33.9% | -26.3% | -7.7% | -31.4% |
| 6M | -43.3% | -52.4% | +9.1% | -38.7% |
| YTD | +18.7% | -42.8% | +61.5% | +23.8% |
| 1Y | +13.8% | -63.7% | +77.4% | +23.8% |
| 3Y | +495.0% | +61.5% | +433.5% | +447.3% |
| 5Y | +1,049.0% | -35.6% | +1,084.7% | +971.8% |
| All | +1,422.1% | -35.9% | +1,458.0% | +1,311.4% |
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