-53.1%
W vs BTDR
-29.7%
-23.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.7% | -8.0% | +0.2% |
| 7D | -7.4% | +7.7% | -15.0% | -8.7% |
| 30D | +7.8% | -24.1% | +31.9% | +11.4% |
| 3M | +10.9% | -19.1% | +30.0% | +12.5% |
| 6M | +86.4% | -46.6% | +133.0% | +97.7% |
| YTD | +14.0% | -37.3% | +51.3% | +16.2% |
| 1Y | +3.5% | -53.2% | +56.7% | +9.2% |
| 3Y | +164.8% | +77.1% | +87.7% | +113.3% |
| 5Y | -53.1% | -29.7% | -23.4% | -63.3% |
| All | -53.1% | -29.7% | -23.4% | -63.3% |
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