-69.4%
BTDR vs EFV
+25.8%
-95.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.8% | -13.2% |
| 7D | -17.6% | +2.9% | -20.4% | -23.9% |
| 30D | -40.3% | +3.6% | -43.8% | -45.6% |
| 3M | -42.6% | -0.1% | -42.5% | -42.3% |
| 6M | -46.3% | +9.6% | -55.9% | -56.2% |
| YTD | -41.7% | +17.0% | -58.7% | -55.1% |
| 1Y | -69.4% | +25.7% | -95.1% | -76.5% |
| All | -69.4% | +25.8% | -95.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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