+92.2%
RF vs BTDR
+26.7%
+65.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.3% |
| 7D | +2.7% | +22.4% | -19.8% | +1.6% |
| 30D | -3.4% | +16.5% | -19.8% | -4.3% |
| 3M | +6.4% | -31.5% | +37.8% | +7.6% |
| 6M | +13.4% | +74.0% | -60.6% | +8.4% |
| YTD | +14.2% | +13.0% | +1.2% | +11.2% |
| 1Y | +15.7% | -0.2% | +15.9% | +11.9% |
| 3Y | +91.3% | +9.9% | +81.4% | +70.9% |
| 5Y | +89.8% | +28.1% | +61.6% | +69.3% |
| All | +92.2% | +26.7% | +65.5% | +70.5% |
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