-59.4%
W vs BTDR
-38.7%
-20.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.8% | +10.2% | -0.6% |
| 7D | -1.7% | +15.4% | -17.1% | -4.2% |
| 30D | +3.2% | -33.4% | +36.7% | +8.8% |
| 3M | +8.3% | -32.0% | +40.3% | +12.8% |
| 6M | +84.3% | -52.2% | +136.5% | +98.7% |
| YTD | +11.0% | -45.3% | +56.3% | +15.5% |
| 1Y | -0.2% | -56.0% | +55.8% | +6.4% |
| 3Y | +157.9% | +54.4% | +103.5% | +111.7% |
| 5Y | -56.8% | -38.5% | -18.3% | -66.3% |
| All | -59.4% | -38.7% | -20.7% | -68.2% |
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