+84.9%
RF vs BTDR
-33.9%
+118.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.9% | -7.7% | +1.7% |
| 7D | -0.1% | +7.1% | -7.3% | -0.7% |
| 30D | +7.0% | -31.4% | +38.4% | +8.6% |
| 3M | -7.0% | -39.2% | +32.2% | -5.5% |
| 6M | +6.8% | -50.9% | +57.7% | +8.8% |
| YTD | +9.9% | -41.0% | +50.9% | +9.9% |
| 1Y | +21.1% | -69.9% | +91.1% | +24.9% |
| 3Y | +119.6% | +87.3% | +32.4% | +101.8% |
| 5Y | +46.2% | -33.6% | +79.8% | +33.7% |
| All | +84.9% | -33.9% | +118.8% | +68.5% |
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