+2,105.4%
FIX vs BTDR
+25.2%
+2,080.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.4% |
| 7D | +6.0% | +20.0% | -13.9% | +3.5% |
| 30D | -7.2% | +11.9% | -19.2% | -9.1% |
| 3M | -15.9% | -36.9% | +21.1% | -12.4% |
| 6M | +12.7% | +56.5% | -43.8% | +4.9% |
| YTD | +72.8% | +10.4% | +62.4% | +65.5% |
| 1Y | +122.9% | +3.1% | +119.8% | +111.4% |
| 3Y | +774.3% | -2.6% | +776.9% | +645.2% |
| All | +2,105.4% | +25.2% | +2,080.3% | +1,750.5% |
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