-67.3%
XYZ vs BTDR
-44.0%
-23.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.6% | +11.5% | +3.8% |
| 7D | -1.1% | -6.9% | +5.8% | -0.4% |
| 30D | +11.5% | -31.5% | +43.0% | +15.3% |
| 3M | +1.8% | -36.1% | +37.9% | +5.5% |
| 6M | +21.2% | -57.6% | +78.8% | +29.3% |
| YTD | +29.9% | -50.0% | +80.0% | +34.0% |
| 1Y | +35.8% | -49.6% | +85.4% | +39.4% |
| 3Y | +62.6% | +48.5% | +14.1% | +48.7% |
| 5Y | -62.8% | -43.8% | -19.0% | -68.9% |
| All | -67.3% | -44.0% | -23.3% | -72.5% |
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