+14.9%
BTDR vs EME
+252.2%
-237.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | -0.4% |
| 7D | -3.4% | +3.5% | -6.9% | -6.5% |
| 30D | +32.6% | -6.3% | +38.9% | +40.4% |
| 3M | -32.2% | -3.8% | -28.5% | -29.6% |
| 6M | +52.4% | +8.5% | +43.8% | +43.8% |
| YTD | +6.7% | +27.8% | -21.1% | -13.7% |
| 1Y | -15.2% | +22.2% | -37.5% | -30.1% |
| 3Y | +14.9% | +253.5% | -238.6% | -47.5% |
| All | +14.9% | +252.2% | -237.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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