-68.9%
U vs BTDR
+16.5%
-85.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -4.1% | +32.7% | -36.8% | -8.1% |
| 3M | +57.8% | -28.4% | +86.2% | +61.9% |
| 6M | +103.5% | +51.7% | +51.8% | +86.2% |
| YTD | -4.8% | +2.9% | -7.6% | -8.9% |
| 1Y | -2.4% | -15.5% | +13.1% | -6.4% |
| 3Y | +11.7% | 0.0% | +11.7% | -7.8% |
| 5Y | -68.9% | +16.5% | -85.3% | -77.7% |
| All | -68.9% | +16.5% | -85.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling