+20.4%
BTDR vs EFV
+95.9%
-75.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.4% |
| 7D | -3.4% | -0.8% | -2.6% | -2.4% |
| 30D | +32.6% | +0.6% | +32.0% | +32.0% |
| 3M | -32.2% | +7.5% | -39.8% | -37.0% |
| 6M | +52.4% | +13.0% | +39.3% | +37.0% |
| YTD | +6.7% | +18.3% | -11.6% | -7.2% |
| 1Y | -15.2% | +26.7% | -42.0% | -30.6% |
| 3Y | +14.9% | +89.6% | -74.7% | -25.8% |
| All | +20.4% | +95.9% | -75.4% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling