+10.8%
BTDR vs EFV
+88.2%
-77.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -5.8% |
| 7D | -3.2% | -2.0% | -1.2% | +1.7% |
| 30D | +32.7% | -0.2% | +32.9% | +34.0% |
| 3M | -28.4% | +9.1% | -37.5% | -40.6% |
| 6M | +51.7% | +11.7% | +40.0% | +23.1% |
| YTD | +2.9% | +17.0% | -14.2% | -23.9% |
| 1Y | -15.5% | +26.7% | -42.2% | -47.5% |
| All | +10.8% | +88.2% | -77.4% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling