+15.3%
BTDR vs EFX
-32.4%
+47.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -3.2% | -11.1% | +7.9% | +0.6% |
| 30D | +32.7% | -7.4% | +40.1% | +35.6% |
| 3M | -28.4% | +1.5% | -29.9% | -31.1% |
| 6M | +51.7% | -13.7% | +65.4% | +56.3% |
| YTD | +2.9% | -21.9% | +24.7% | +9.6% |
| 1Y | -15.5% | -30.8% | +15.3% | -5.0% |
| 3Y | 0.0% | -12.4% | +12.4% | +10.7% |
| 5Y | +16.5% | -35.9% | +52.4% | +28.3% |
| All | +15.3% | -32.4% | +47.7% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling