+19.6%
BTDR vs EFX
-32.0%
+51.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.5% |
| 7D | -3.4% | -4.5% | +1.2% | -1.9% |
| 30D | +32.6% | -6.1% | +38.7% | +34.8% |
| 3M | -32.2% | +6.2% | -38.4% | -35.9% |
| 6M | +52.4% | -11.2% | +63.6% | +55.2% |
| YTD | +6.7% | -21.4% | +28.1% | +13.5% |
| 1Y | -15.2% | -34.3% | +19.1% | -2.1% |
| 3Y | +14.9% | -12.5% | +27.4% | +27.0% |
| 5Y | +20.8% | -35.6% | +56.4% | +32.8% |
| All | +19.6% | -32.0% | +51.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling