+21.1%
UL vs BTDR
+23.8%
-2.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -1.3% | +20.0% | -21.3% | -1.4% |
| 30D | +0.5% | +11.9% | -11.5% | +0.4% |
| 3M | +17.6% | -36.9% | +54.5% | +17.9% |
| 6M | -5.4% | +56.5% | -61.9% | -5.8% |
| YTD | +0.7% | +10.4% | -9.7% | +0.3% |
| 1Y | -9.3% | +3.1% | -12.3% | -9.7% |
| 3Y | +24.5% | -2.6% | +27.1% | +22.3% |
| 5Y | +23.2% | +25.2% | -2.0% | +22.1% |
| All | +21.1% | +23.8% | -2.7% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling