+54.9%
IR vs BTDR
+15.3%
+39.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | -14.0% | +32.7% | -46.7% | -15.4% |
| 3M | +3.7% | -28.4% | +32.1% | +4.7% |
| 6M | -15.4% | +51.7% | -67.1% | -18.2% |
| YTD | -7.7% | +2.9% | -10.5% | -9.5% |
| 1Y | -8.8% | -15.5% | +6.6% | -10.8% |
| 3Y | +5.6% | 0.0% | +5.6% | -0.8% |
| 5Y | +34.3% | +16.5% | +17.9% | +25.0% |
| All | +54.9% | +15.3% | +39.6% | +43.0% |
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