+130.7%
FIX vs BTDR
+2.6%
+128.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.9% |
| 7D | +6.1% | +22.4% | -16.4% | +1.8% |
| 30D | -2.7% | +16.5% | -19.1% | -6.5% |
| 3M | -10.9% | -31.5% | +20.5% | -7.7% |
| 6M | +29.0% | +74.0% | -45.0% | +13.8% |
| YTD | +76.9% | +13.0% | +63.9% | +63.3% |
| 1Y | +130.7% | -0.2% | +131.0% | +136.6% |
| All | +130.7% | +2.6% | +128.2% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling