+33.0%
USB vs BTDR
-71.2%
+104.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | +2.3% |
| 7D | +0.8% | +7.1% | -6.4% | +0.5% |
| 30D | +6.8% | -31.4% | +38.1% | +7.5% |
| 3M | -3.8% | -39.2% | +35.5% | -3.0% |
| 6M | +11.7% | -50.9% | +62.7% | +12.1% |
| YTD | +17.5% | -41.0% | +58.5% | +15.7% |
| All | +33.0% | -71.2% | +104.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling