+18.9%
UL vs BTDR
+20.7%
-1.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | -3.4% | -3.4% | 0.0% | -3.4% |
| 30D | +0.5% | +32.6% | -32.1% | +0.4% |
| 3M | +7.2% | -32.2% | +39.5% | +7.4% |
| 6M | -3.1% | +52.4% | -55.4% | -3.5% |
| YTD | -2.7% | +6.7% | -9.4% | -3.1% |
| 1Y | -10.2% | -15.2% | +5.0% | -10.6% |
| 3Y | +20.3% | +14.9% | +5.4% | +17.8% |
| All | +18.9% | +20.7% | -1.8% | +15.9% |
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