+26.7%
BTDR vs EFV
+100.0%
-73.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.1% |
| 7D | +22.4% | +1.0% | +21.4% | +21.2% |
| 30D | +16.5% | +0.2% | +16.3% | +16.7% |
| 3M | -31.5% | +9.6% | -41.1% | -37.5% |
| 6M | +74.0% | +14.0% | +60.0% | +55.3% |
| YTD | +13.0% | +18.5% | -5.4% | -1.7% |
| 1Y | -0.2% | +27.9% | -28.1% | -18.8% |
| 3Y | +9.9% | +92.4% | -82.6% | -28.7% |
| 5Y | +28.1% | +97.2% | -69.1% | -17.0% |
| All | +26.7% | +100.0% | -73.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling