+3.4%
NI vs BTDR
-13.8%
+17.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.1% |
| 7D | 0.0% | -3.4% | +3.4% | +0.1% |
| 30D | -1.4% | +32.6% | -34.0% | -1.8% |
| 3M | -10.6% | -32.2% | +21.7% | -10.3% |
| 6M | -9.3% | +52.4% | -61.7% | -11.1% |
| YTD | +1.1% | +6.7% | -5.5% | -0.1% |
| 1Y | +3.4% | -15.2% | +18.6% | +1.3% |
| All | +3.4% | -13.8% | +17.1% | +1.3% |
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