-44.0%
BTDR vs EXEL
+314.4%
-358.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -8.3% |
| 7D | -6.9% | -0.8% | -6.1% | -6.6% |
| 30D | -31.5% | +13.1% | -44.7% | -33.3% |
| 3M | -36.1% | +36.3% | -72.4% | -40.6% |
| 6M | -57.6% | +34.5% | -92.2% | -60.4% |
| YTD | -50.0% | +57.4% | -107.5% | -54.7% |
| 1Y | -49.6% | +62.9% | -112.5% | -54.5% |
| 3Y | +48.5% | +229.5% | -181.0% | +25.9% |
| 5Y | -43.8% | +281.2% | -325.0% | -52.2% |
| All | -44.0% | +314.4% | -358.4% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling