+478.1%
FLEX vs BTDR
+8.5%
+469.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.0% | +4.1% |
| 7D | +7.0% | +22.4% | -15.4% | +4.2% |
| 30D | -5.8% | +16.5% | -22.3% | -8.2% |
| 3M | -24.2% | -31.5% | +7.3% | -21.8% |
| 6M | +90.8% | +74.0% | +16.8% | +78.5% |
| YTD | +89.2% | +13.0% | +76.2% | +82.7% |
| 1Y | +104.7% | -0.2% | +104.9% | +97.5% |
| 3Y | +478.1% | +9.9% | +468.2% | +425.5% |
| All | +478.1% | +8.5% | +469.6% | +425.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling