+8.9%
MSCI vs BTDR
+0.5%
+8.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.4% |
| 7D | +0.4% | +20.0% | -19.6% | 0.0% |
| 30D | +0.6% | +11.9% | -11.4% | +0.2% |
| 3M | -7.1% | -36.9% | +29.9% | -6.2% |
| 6M | +0.8% | +56.5% | -55.7% | -1.3% |
| YTD | +1.0% | +10.4% | -9.4% | -0.3% |
| 1Y | +4.3% | +3.1% | +1.2% | +2.5% |
| All | +8.9% | +0.5% | +8.4% | +1.9% |
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 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