+112.5%
NET vs BTDR
+25.2%
+87.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.3% |
| 7D | -7.0% | +20.0% | -26.9% | -8.5% |
| 30D | -4.8% | +11.9% | -16.7% | -6.2% |
| 3M | +3.8% | -36.9% | +40.8% | +6.9% |
| 6M | +50.0% | +56.5% | -6.5% | +41.6% |
| YTD | +41.5% | +10.4% | +31.0% | +36.7% |
| 1Y | +32.8% | +3.1% | +29.8% | +26.9% |
| 3Y | +335.9% | -2.6% | +338.5% | +277.1% |
| All | +112.5% | +25.2% | +87.3% | +62.8% |
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 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