+122.6%
NET vs BTDR
-34.7%
+157.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -2.0% |
| 7D | -16.4% | -17.6% | +1.2% | -14.8% |
| 30D | -25.8% | -40.3% | +14.4% | -22.4% |
| 3M | -11.5% | -42.6% | +31.1% | -7.8% |
| 6M | +18.9% | -46.3% | +65.2% | +23.5% |
| YTD | +35.2% | -41.7% | +77.0% | +38.0% |
| 1Y | +14.5% | -69.4% | +83.9% | +22.2% |
| 3Y | +313.8% | +63.7% | +250.2% | +279.6% |
| 5Y | +32.6% | -34.4% | +66.9% | +11.4% |
| All | +122.6% | -34.7% | +157.3% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling