+6.8%
NOW vs BTDR
+25.2%
-18.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.2% |
| 7D | -2.4% | +20.0% | -22.3% | -3.3% |
| 30D | +20.5% | +11.9% | +8.6% | +19.5% |
| 3M | +18.3% | -36.9% | +55.3% | +20.5% |
| 6M | +24.1% | +56.5% | -32.4% | +19.2% |
| YTD | -7.8% | +10.4% | -18.2% | -10.1% |
| 1Y | -21.4% | +3.1% | -24.5% | -24.0% |
| 3Y | +19.5% | -2.6% | +22.1% | +9.8% |
| All | +6.8% | +25.2% | -18.3% | -4.6% |
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