-44.2%
SE vs BTDR
-18.2%
-26.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | -0.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.6% |
| 30D | -18.1% | +32.7% | -50.8% | -19.8% |
| 3M | +30.6% | -28.4% | +59.0% | +33.0% |
| 6M | +20.8% | +51.7% | -30.9% | +16.6% |
| YTD | -15.6% | +2.9% | -18.4% | -17.9% |
| 1Y | -44.2% | -15.5% | -28.7% | -47.0% |
| All | -44.2% | -18.2% | -26.0% | -47.0% |
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