-72.7%
SE vs BTDR
-44.0%
-28.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.8% | +1.5% |
| 7D | -0.5% | -6.9% | +6.4% | -0.3% |
| 30D | -20.9% | -31.5% | +10.6% | -19.9% |
| 3M | -38.9% | -36.1% | -2.8% | -38.1% |
| 6M | -19.4% | -57.6% | +38.2% | -17.5% |
| YTD | -40.9% | -50.0% | +9.1% | -40.2% |
| 1Y | -46.2% | -49.6% | +3.4% | -45.6% |
| 3Y | +63.7% | +48.5% | +15.2% | +74.9% |
| 5Y | -77.9% | -43.8% | -34.1% | -77.2% |
| All | -72.7% | -44.0% | -28.7% | -71.8% |
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