+151.1%
GOOGL vs BTDR
+19.6%
+131.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.6% |
| 7D | 0.0% | -3.4% | +3.4% | +0.2% |
| 30D | -1.4% | +32.6% | -34.0% | -2.8% |
| 3M | -5.3% | -32.2% | +26.9% | -4.2% |
| 6M | +9.8% | +52.4% | -42.6% | +6.4% |
| YTD | +8.4% | +6.7% | +1.7% | +6.2% |
| 1Y | +41.2% | -15.2% | +56.4% | +38.6% |
| 3Y | +149.6% | +14.9% | +134.7% | +141.5% |
| 5Y | +142.6% | +20.8% | +121.8% | +130.9% |
| All | +151.1% | +19.6% | +131.5% | +139.0% |
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