-68.0%
XYZ vs BTDR
+23.8%
-91.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.7% | -1.2% |
| 7D | -1.0% | +20.0% | -20.9% | -3.1% |
| 30D | -1.7% | +11.9% | -13.6% | -3.5% |
| 3M | +16.7% | -36.9% | +53.7% | +21.1% |
| 6M | +26.9% | +56.5% | -29.7% | +17.1% |
| YTD | +27.1% | +10.4% | +16.7% | +21.3% |
| 1Y | +9.3% | +3.1% | +6.2% | +2.5% |
| 3Y | +42.3% | -2.6% | +44.9% | +23.6% |
| 5Y | -69.3% | +25.2% | -94.5% | -76.6% |
| All | -68.0% | +23.8% | -91.8% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling