-40.9%
SE vs BTDR
-4.8%
-36.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | -6.1% | +20.0% | -26.1% | -7.3% |
| 30D | -2.5% | +11.9% | -14.4% | -3.5% |
| 3M | +21.7% | -36.9% | +58.7% | +25.3% |
| 6M | +27.0% | +56.5% | -29.5% | +22.1% |
| YTD | -12.1% | +10.4% | -22.6% | -15.0% |
| 1Y | -40.9% | +3.1% | -44.0% | -44.9% |
| All | -40.9% | -4.8% | -36.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling