-64.1%
W vs BTDR
+19.6%
-83.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.4% |
| 30D | -4.2% | +32.6% | -36.8% | -8.8% |
| 3M | +26.9% | -32.2% | +59.1% | +32.1% |
| 6M | +31.2% | +52.4% | -21.1% | +19.4% |
| YTD | -1.8% | +6.7% | -8.5% | -6.6% |
| 1Y | +9.3% | -15.2% | +24.6% | +4.1% |
| 3Y | +33.2% | +14.9% | +18.3% | +4.0% |
| 5Y | -62.4% | +20.8% | -83.2% | -73.4% |
| All | -64.1% | +19.6% | -83.7% | -74.2% |
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