+25.1%
XYZ vs BTDR
-60.5%
+85.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.8% | +8.8% | -2.5% |
| 7D | -2.1% | +15.4% | -17.6% | -3.9% |
| 30D | +7.0% | -33.4% | +40.5% | +11.6% |
| 3M | +5.1% | -32.0% | +37.1% | +8.6% |
| 6M | +14.1% | -52.2% | +66.3% | +21.3% |
| YTD | +26.4% | -45.3% | +71.7% | +30.3% |
| 1Y | +25.1% | -56.0% | +81.1% | +32.9% |
| All | +25.1% | -60.5% | +85.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling