+322.4%
NET vs BTDR
+60.4%
+262.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -1.9% |
| 7D | -16.4% | -17.6% | +1.2% | -14.4% |
| 30D | -25.8% | -40.3% | +14.4% | -21.3% |
| 3M | -11.5% | -42.6% | +31.1% | -6.6% |
| 6M | +18.9% | -46.3% | +65.2% | +24.8% |
| YTD | +35.2% | -41.7% | +77.0% | +38.4% |
| 1Y | +14.5% | -69.4% | +83.9% | +24.8% |
| All | +322.4% | +60.4% | +262.0% | +227.8% |
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