+67.9%
NI vs BTDR
+4.4%
+63.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.0% |
| 3M | -10.6% | -32.2% | +21.7% | -10.1% |
| 6M | -9.3% | +52.4% | -61.7% | -10.9% |
| YTD | +1.1% | +6.7% | -5.5% | 0.0% |
| 1Y | +3.4% | -15.2% | +18.6% | +2.4% |
| 3Y | +67.9% | +14.9% | +53.0% | +54.2% |
| All | +67.9% | +4.4% | +63.5% | +54.2% |
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