+6.7%
NI vs BTDR
-4.8%
+11.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -0.7% |
| 7D | +2.0% | +20.0% | -17.9% | +1.7% |
| 30D | -3.5% | +11.9% | -15.5% | -3.8% |
| 3M | -9.1% | -36.9% | +27.8% | -8.7% |
| 6M | -11.8% | +56.5% | -68.4% | -13.6% |
| YTD | +1.1% | +10.4% | -9.3% | -0.2% |
| 1Y | +6.7% | +3.1% | +3.6% | +4.3% |
| All | +6.7% | -4.8% | +11.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling