+1,300.4%
FIX vs BTDR
-39.9%
+1,340.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +13.3% | -7.8% | +3.6% |
| 7D | -17.5% | -10.4% | -7.1% | -16.1% |
| 30D | -41.6% | -42.2% | +0.6% | -37.1% |
| 3M | -40.6% | -42.8% | +2.2% | -36.5% |
| 6M | -49.4% | -60.2% | +10.8% | -44.1% |
| YTD | +9.2% | -46.3% | +55.5% | +14.9% |
| 1Y | +6.5% | -71.7% | +78.1% | +18.8% |
| 3Y | +448.7% | +54.6% | +394.1% | +408.6% |
| 5Y | +948.7% | -39.5% | +988.3% | +887.0% |
| All | +1,300.4% | -39.9% | +1,340.2% | +1,209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling