+16.5%
BTDR vs XHB
+30.4%
-13.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.0% |
| 7D | -3.2% | -5.2% | +2.1% | +0.2% |
| 30D | +32.7% | -12.1% | +44.8% | +43.8% |
| 3M | -28.4% | -6.2% | -22.2% | -25.0% |
| 6M | +51.7% | -6.7% | +58.4% | +60.7% |
| YTD | +2.9% | -5.5% | +8.3% | +7.7% |
| 1Y | -15.5% | -15.6% | +0.2% | -6.1% |
| 3Y | 0.0% | +22.0% | -22.0% | +1.7% |
| 5Y | +16.5% | +31.8% | -15.4% | +19.2% |
| All | +16.5% | +30.4% | -13.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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