+13.8%
FIX vs BTDR
-72.1%
+85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.2% |
| 7D | -13.9% | -7.4% | -6.6% | -12.1% |
| 30D | -35.5% | -33.4% | -2.1% | -28.7% |
| 3M | -33.9% | -26.3% | -7.7% | -29.4% |
| 6M | -43.3% | -52.4% | +9.1% | -35.2% |
| YTD | +18.7% | -42.8% | +61.5% | +24.4% |
| 1Y | +13.8% | -63.7% | +77.4% | +32.6% |
| All | +13.8% | -72.1% | +85.9% | +32.6% |
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