+6.9%
FPS vs BTDR
+3.7%
+3.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.0% |
| 7D | +5.3% | +14.8% | -9.5% | -0.3% |
| 30D | -17.6% | +41.8% | -59.4% | -29.3% |
| 3M | -45.8% | -29.2% | -16.6% | -40.4% |
| 6M | -10.1% | +66.2% | -76.3% | -30.8% |
| All | +6.9% | +3.7% | +3.2% | -6.4% |
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