+24.7%
BTDR vs EMB
+7.1%
+17.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.4% |
| 7D | +14.8% | 0.0% | +14.8% | +14.8% |
| 30D | +41.8% | -0.3% | +42.1% | +42.4% |
| 3M | -29.2% | -0.3% | -28.9% | -28.4% |
| 6M | +66.2% | +0.7% | +65.4% | +67.6% |
| YTD | +10.0% | +1.3% | +8.7% | +10.4% |
| 1Y | -11.0% | +4.7% | -15.7% | -13.5% |
| 3Y | +6.9% | +30.1% | -23.2% | -6.8% |
| 5Y | +24.7% | +6.9% | +17.8% | +8.4% |
| All | +24.7% | +7.1% | +17.5% | +8.4% |
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 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