+35.9%
UL vs BTDR
+41.1%
-5.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.7% | +1.0% |
| 7D | +1.1% | -6.9% | +8.0% | +1.1% |
| 30D | +4.5% | -31.5% | +36.0% | +4.4% |
| 3M | +6.5% | -36.1% | +42.5% | +6.4% |
| 6M | +18.2% | -57.6% | +75.8% | +17.9% |
| YTD | +4.7% | -50.0% | +54.7% | +4.2% |
| 1Y | +0.8% | -49.6% | +50.4% | +0.3% |
| 3Y | +35.9% | +48.5% | -12.7% | +31.6% |
| All | +35.9% | +41.1% | -5.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling