+52.5%
NDAQ vs BTDR
+24.7%
+27.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -1.6% | +14.8% | -16.4% | -1.9% |
| 30D | -1.5% | +41.8% | -43.3% | -2.3% |
| 3M | +8.0% | -29.2% | +37.2% | +8.6% |
| 6M | +7.7% | +66.2% | -58.4% | +5.7% |
| YTD | -2.3% | +10.0% | -12.3% | -3.4% |
| 1Y | +0.6% | -11.0% | +11.5% | -0.4% |
| 3Y | +90.9% | +6.9% | +84.0% | +87.7% |
| 5Y | +52.5% | +24.7% | +27.8% | +63.7% |
| All | +52.5% | +24.7% | +27.8% | +63.7% |
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