+21.7%
BTDR vs EMB
+30.7%
-9.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.9% |
| 7D | +22.4% | +0.3% | +22.1% | +21.0% |
| 30D | +16.5% | -0.5% | +16.9% | +19.7% |
| 3M | -31.5% | +0.3% | -31.8% | -31.2% |
| 6M | +74.0% | +1.2% | +72.9% | +73.6% |
| YTD | +13.0% | +1.5% | +11.6% | +11.4% |
| 1Y | -0.2% | +4.8% | -5.0% | -13.1% |
| All | +21.7% | +30.7% | -9.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling