+15.3%
O vs BTDR
+24.7%
-9.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.5% |
| 7D | -2.3% | +14.8% | -17.1% | -2.4% |
| 30D | -2.4% | +41.8% | -44.3% | -2.8% |
| 3M | -0.6% | -29.2% | +28.6% | -0.3% |
| 6M | -5.0% | +66.2% | -71.2% | -6.1% |
| YTD | +10.4% | +10.0% | +0.4% | +9.6% |
| 1Y | +6.6% | -11.0% | +17.5% | +5.9% |
| 3Y | +28.4% | +6.9% | +21.5% | +23.4% |
| 5Y | +15.3% | +24.7% | -9.4% | +12.1% |
| All | +15.3% | +24.7% | -9.4% | +12.1% |
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