-59.2%
W vs BTDR
-44.0%
-15.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.0% | +1.7% |
| 7D | +0.2% | -6.9% | +7.1% | +1.0% |
| 30D | +6.8% | -31.5% | +38.4% | +12.1% |
| 3M | +10.7% | -36.1% | +46.7% | +16.3% |
| 6M | +86.3% | -57.6% | +144.0% | +104.5% |
| YTD | +11.5% | -50.0% | +61.5% | +17.5% |
| 1Y | +5.1% | -49.6% | +54.7% | +10.2% |
| 3Y | +171.0% | +48.5% | +122.5% | +124.6% |
| 5Y | -56.6% | -43.8% | -12.8% | -65.7% |
| All | -59.2% | -44.0% | -15.2% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling