+82.2%
RF vs BTDR
-38.7%
+120.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.8% | +12.3% | +0.2% |
| 7D | +0.4% | +15.4% | -15.1% | -0.5% |
| 30D | +5.6% | -33.4% | +39.0% | +7.2% |
| 3M | -8.9% | -32.0% | +23.2% | -7.8% |
| 6M | +7.1% | -52.2% | +59.3% | +9.1% |
| YTD | +8.3% | -45.3% | +53.6% | +8.6% |
| 1Y | +16.8% | -56.0% | +72.9% | +18.2% |
| 3Y | +115.0% | +54.4% | +60.6% | +98.1% |
| 5Y | +46.4% | -38.5% | +84.9% | +34.3% |
| All | +82.2% | -38.7% | +120.9% | +66.6% |
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 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