-38.5%
BTDR vs EMB
+7.3%
-45.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.8% | -12.0% | -11.6% |
| 7D | +15.4% | -0.7% | +16.1% | +17.0% |
| 30D | -33.4% | +0.5% | -34.0% | -33.7% |
| 3M | -32.0% | -2.5% | -29.6% | -29.1% |
| 6M | -52.2% | -2.0% | -50.2% | -50.0% |
| YTD | -45.3% | -0.9% | -44.5% | -43.1% |
| 1Y | -56.0% | -0.3% | -55.7% | -54.5% |
| 3Y | +54.4% | +29.2% | +25.2% | +39.0% |
| 5Y | -38.5% | +7.4% | -46.0% | -43.9% |
| All | -38.5% | +7.3% | -45.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling