-31.5%
BTDR vs XME
-0.6%
-30.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +0.5% |
| 7D | +22.4% | +3.6% | +18.8% | +15.3% |
| 30D | +16.5% | +3.6% | +12.8% | +9.4% |
| 3M | -31.5% | +1.2% | -32.7% | -40.5% |
| All | -31.5% | -0.6% | -30.9% | -40.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling