-59.6%
U vs BTDR
+19.6%
-79.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +4.0% |
| 7D | +5.5% | -3.4% | +8.9% | +6.0% |
| 30D | -1.3% | +32.6% | -33.9% | -5.4% |
| 3M | +64.6% | -32.2% | +96.8% | +70.3% |
| 6M | +119.4% | +52.4% | +67.0% | +100.7% |
| YTD | -0.5% | +6.7% | -7.2% | -5.2% |
| 1Y | +1.3% | -15.2% | +16.5% | -2.9% |
| 3Y | +15.6% | +14.9% | +0.7% | -5.0% |
| 5Y | -67.5% | +20.8% | -88.3% | -75.5% |
| All | -59.6% | +19.6% | -79.2% | -69.6% |
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