+67.7%
NDAQ vs BTDR
+23.8%
+43.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -1.9% |
| 7D | -2.4% | +20.0% | -22.4% | -2.9% |
| 30D | +2.5% | +11.9% | -9.5% | +2.1% |
| 3M | +9.9% | -36.9% | +46.9% | +10.8% |
| 6M | +9.4% | +56.5% | -47.1% | +7.5% |
| YTD | +0.4% | +10.4% | -10.0% | -0.6% |
| 1Y | +4.0% | +3.1% | +1.0% | +2.7% |
| 3Y | +94.4% | -2.6% | +97.0% | +90.2% |
| 5Y | +56.7% | +25.2% | +31.5% | +66.8% |
| All | +67.7% | +23.8% | +43.9% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling