+19.6%
BTDR vs XME
+175.9%
-156.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.5% |
| 7D | -3.4% | -4.2% | +0.8% | 0.0% |
| 30D | +32.6% | -2.7% | +35.3% | +36.3% |
| 3M | -32.2% | -3.9% | -28.3% | -29.5% |
| 6M | +52.4% | -1.0% | +53.3% | +58.1% |
| YTD | +6.7% | +9.8% | -3.1% | +5.0% |
| 1Y | -15.2% | +32.5% | -47.8% | -24.4% |
| 3Y | +14.9% | +124.3% | -109.5% | -16.6% |
| 5Y | +20.8% | +165.8% | -145.0% | -12.1% |
| All | +19.6% | +175.9% | -156.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling