+148.3%
GOOG vs BTDR
+19.6%
+128.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.2% |
| 30D | -2.0% | +32.6% | -34.6% | -3.4% |
| 3M | -5.9% | -32.2% | +26.4% | -4.8% |
| 6M | +8.9% | +52.4% | -43.5% | +5.6% |
| YTD | +7.1% | +6.7% | +0.4% | +5.0% |
| 1Y | +39.7% | -15.2% | +54.9% | +37.2% |
| 3Y | +145.8% | +14.9% | +131.0% | +138.1% |
| 5Y | +138.6% | +20.8% | +117.8% | +127.1% |
| All | +148.3% | +19.6% | +128.7% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling