+77.3%
V vs BTDR
-38.7%
+116.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.8% | +11.6% | -1.0% |
| 7D | -0.4% | +15.4% | -15.8% | -0.6% |
| 30D | +6.3% | -33.4% | +39.8% | +6.9% |
| 3M | +17.2% | -32.0% | +49.2% | +17.6% |
| 6M | +29.2% | -52.2% | +81.5% | +30.0% |
| YTD | +20.8% | -45.3% | +66.1% | +20.6% |
| 1Y | +25.0% | -56.0% | +81.0% | +25.3% |
| 3Y | +75.3% | +54.4% | +20.9% | +68.3% |
| 5Y | +105.8% | -38.5% | +144.4% | +96.7% |
| All | +77.3% | -38.7% | +116.0% | +68.9% |
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 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