-9.9%
LOW vs BTDR
+4.4%
-14.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | -3.7% | -3.4% | -0.3% | -3.6% |
| 30D | -8.9% | +32.6% | -41.5% | -9.9% |
| 3M | -10.4% | -32.2% | +21.8% | -9.5% |
| 6M | -19.4% | +52.4% | -71.8% | -21.5% |
| YTD | -17.1% | +6.7% | -23.8% | -18.5% |
| 1Y | -26.3% | -15.2% | -11.0% | -27.6% |
| 3Y | -9.9% | +14.9% | -24.8% | -24.3% |
| All | -9.9% | +4.4% | -14.2% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling