-62.3%
W vs BTDR
+24.7%
-87.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.6% |
| 7D | +5.9% | +14.8% | -8.9% | +3.6% |
| 30D | -3.0% | +41.8% | -44.8% | -8.6% |
| 3M | +40.3% | -29.2% | +69.5% | +45.3% |
| 6M | +32.2% | +66.2% | -33.9% | +18.7% |
| YTD | -0.3% | +10.0% | -10.3% | -5.6% |
| 1Y | +16.2% | -11.0% | +27.1% | +9.8% |
| 3Y | +40.7% | +6.9% | +33.8% | +9.6% |
| 5Y | -62.3% | +24.7% | -87.0% | -73.3% |
| All | -62.3% | +24.7% | -87.0% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling