-12.4%
NOW vs BTDR
-44.0%
+31.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.6% | +10.2% | +2.0% |
| 7D | +0.3% | -6.9% | +7.2% | +0.6% |
| 30D | -27.0% | -31.5% | +4.6% | -25.7% |
| 3M | -19.6% | -36.1% | +16.4% | -18.3% |
| 6M | +17.5% | -57.6% | +75.1% | +20.9% |
| YTD | -33.3% | -50.0% | +16.8% | -32.6% |
| 1Y | -39.8% | -49.6% | +9.8% | -39.4% |
| 3Y | -19.9% | +48.5% | -68.5% | -26.1% |
| 5Y | -26.1% | -43.8% | +17.8% | -31.2% |
| All | -12.4% | -44.0% | +31.6% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling