+16.5%
BTDR vs EXEL
+192.6%
-176.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -4.9% | -6.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.5% |
| 30D | +32.7% | +11.9% | +20.8% | +28.9% |
| 3M | -28.4% | +9.2% | -37.6% | -29.7% |
| 6M | +51.7% | +39.1% | +12.6% | +42.0% |
| YTD | +2.9% | +31.0% | -28.2% | -2.8% |
| 1Y | -15.5% | +52.3% | -67.8% | -22.2% |
| 3Y | 0.0% | +159.7% | -159.7% | -11.3% |
| 5Y | +16.5% | +187.7% | -171.3% | +3.2% |
| All | +16.5% | +192.6% | -176.1% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling