-15.5%
BTDR vs EMB
+3.6%
-19.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -0.7% |
| 7D | -3.2% | -1.1% | -2.1% | +5.0% |
| 30D | +32.7% | -1.1% | +33.7% | +43.2% |
| 3M | -28.4% | -0.8% | -27.6% | -22.5% |
| 6M | +51.7% | -0.1% | +51.8% | +62.8% |
| YTD | +2.9% | +0.4% | +2.4% | +6.8% |
| 1Y | -15.5% | +3.3% | -18.7% | -31.5% |
| All | -15.5% | +3.6% | -19.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling