-11.0%
BTDR vs EXR
-2.8%
-8.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -1.8% |
| 7D | +14.8% | -3.1% | +17.9% | +16.1% |
| 30D | +41.8% | -7.5% | +49.3% | +45.6% |
| 3M | -29.2% | -7.5% | -21.7% | -28.5% |
| 6M | +66.2% | -5.2% | +71.4% | +59.9% |
| YTD | +10.0% | +6.5% | +3.5% | -0.6% |
| 1Y | -11.0% | -2.0% | -9.0% | -10.1% |
| All | -11.0% | -2.8% | -8.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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