+23.3%
BTDR vs EME
+526.4%
-503.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -0.9% |
| 7D | +14.8% | +2.7% | +12.1% | +12.7% |
| 30D | +41.8% | -6.8% | +48.6% | +48.6% |
| 3M | -29.2% | -8.8% | -20.3% | -24.0% |
| 6M | +66.2% | +5.0% | +61.2% | +64.6% |
| YTD | +10.0% | +23.5% | -13.5% | -1.5% |
| 1Y | -11.0% | +21.3% | -32.3% | -19.6% |
| 3Y | +6.9% | +241.1% | -234.1% | -24.7% |
| 5Y | +24.7% | +549.2% | -524.5% | -14.0% |
| All | +23.3% | +526.4% | -503.1% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling