+13.9%
O vs BTDR
+15.3%
-1.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -3.5% | -3.2% | -0.3% | -3.5% |
| 30D | -3.3% | +32.7% | -36.0% | -3.6% |
| 3M | -2.8% | -28.4% | +25.5% | -2.6% |
| 6M | -5.8% | +51.7% | -57.5% | -6.8% |
| YTD | +9.4% | +2.9% | +6.5% | +8.7% |
| 1Y | +5.7% | -15.5% | +21.1% | +5.1% |
| 3Y | +27.2% | 0.0% | +27.2% | +22.4% |
| 5Y | +17.2% | +16.5% | +0.7% | +13.6% |
| All | +13.9% | +15.3% | -1.4% | +10.4% |
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