+23.8%
BTDR vs EXEL
+254.4%
-230.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +20.0% | +8.4% | +11.6% | +17.5% |
| 30D | +11.9% | +4.1% | +7.9% | +10.9% |
| 3M | -36.9% | +12.4% | -49.4% | -38.6% |
| 6M | +56.5% | +41.5% | +15.0% | +45.8% |
| YTD | +10.4% | +34.6% | -24.2% | +3.7% |
| 1Y | +3.1% | +57.9% | -54.8% | -5.8% |
| 3Y | -2.6% | +159.5% | -162.1% | -14.1% |
| 5Y | +25.2% | +198.5% | -173.3% | +9.7% |
| All | +23.8% | +254.4% | -230.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling