+37.3%
IR vs BTDR
+24.7%
+12.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.9% |
| 7D | -1.9% | +14.8% | -16.7% | -2.6% |
| 30D | -15.0% | +41.8% | -56.8% | -16.7% |
| 3M | -0.4% | -29.2% | +28.8% | +0.6% |
| 6M | -15.0% | +66.2% | -81.2% | -18.3% |
| YTD | -7.1% | +10.0% | -17.0% | -9.2% |
| 1Y | -7.5% | -11.0% | +3.4% | -9.7% |
| 3Y | +6.3% | +6.9% | -0.6% | -0.5% |
| 5Y | +37.3% | +24.7% | +12.7% | +22.9% |
| All | +37.3% | +24.7% | +12.7% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling