+58.0%
V vs BTDR
+23.8%
+34.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.0% |
| 7D | -1.7% | +20.0% | -21.7% | -2.0% |
| 30D | +2.0% | +11.9% | -10.0% | +1.7% |
| 3M | +17.4% | -36.9% | +54.3% | +18.1% |
| 6M | +17.5% | +56.5% | -39.0% | +15.3% |
| YTD | +7.6% | +10.4% | -2.8% | +6.3% |
| 1Y | +7.7% | +3.1% | +4.6% | +5.9% |
| 3Y | +54.7% | -2.6% | +57.3% | +48.1% |
| 5Y | +73.0% | +25.2% | +47.9% | +63.9% |
| All | +58.0% | +23.8% | +34.2% | +48.9% |
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