-49.6%
BTDR vs EXEL
+60.1%
-109.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -7.6% |
| 7D | -6.9% | -0.8% | -6.1% | -5.8% |
| 30D | -31.5% | +13.1% | -44.7% | -36.8% |
| 3M | -36.1% | +36.3% | -72.4% | -50.0% |
| 6M | -57.6% | +34.5% | -92.2% | -66.3% |
| YTD | -50.0% | +57.4% | -107.5% | -65.5% |
| 1Y | -49.6% | +62.9% | -112.5% | -66.5% |
| All | -49.6% | +60.1% | -109.7% | -66.5% |
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