-69.4%
BTDR vs EXEL
+92.4%
-161.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -6.1% |
| 7D | -17.6% | +9.8% | -27.3% | -23.0% |
| 30D | -40.3% | +23.6% | -63.9% | -49.0% |
| 3M | -42.6% | +29.9% | -72.5% | -53.0% |
| 6M | -46.3% | +64.7% | -111.0% | -62.8% |
| YTD | -41.7% | +66.0% | -107.7% | -60.7% |
| 1Y | -69.4% | +92.0% | -161.4% | -81.8% |
| All | -69.4% | +92.4% | -161.8% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling