+48.5%
BTDR vs EXEL
+230.5%
-181.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -8.2% |
| 7D | -6.9% | -0.8% | -6.1% | -6.4% |
| 30D | -31.5% | +13.1% | -44.7% | -34.2% |
| 3M | -36.1% | +36.3% | -72.4% | -43.0% |
| 6M | -57.6% | +34.5% | -92.2% | -61.8% |
| YTD | -50.0% | +57.4% | -107.5% | -57.2% |
| 1Y | -49.6% | +62.9% | -112.5% | -57.2% |
| 3Y | +48.5% | +229.5% | -181.0% | +11.7% |
| All | +48.5% | +230.5% | -181.9% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling