+72.6%
XYZ vs BTDR
+47.8%
+24.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.3% | -11.6% | -0.2% |
| 7D | +12.1% | -10.4% | +22.5% | +13.2% |
| 30D | +12.4% | -42.2% | +54.5% | +20.4% |
| 3M | +8.2% | -42.8% | +51.0% | +14.8% |
| 6M | +20.7% | -60.2% | +80.8% | +32.4% |
| YTD | +31.3% | -46.3% | +77.7% | +35.0% |
| 1Y | +20.5% | -71.7% | +92.2% | +34.6% |
| 3Y | +72.6% | +54.6% | +18.0% | +40.9% |
| All | +72.6% | +47.8% | +24.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling