+14.9%
BTDR vs XME
+122.1%
-107.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +5.2% |
| 7D | -3.4% | -4.2% | +0.8% | +2.9% |
| 30D | +32.6% | -2.7% | +35.3% | +38.7% |
| 3M | -32.2% | -3.9% | -28.3% | -27.8% |
| 6M | +52.4% | -1.0% | +53.3% | +57.9% |
| YTD | +6.7% | +9.8% | -3.1% | -4.4% |
| 1Y | -15.2% | +32.5% | -47.8% | -42.2% |
| 3Y | +14.9% | +124.3% | -109.5% | -68.2% |
| All | +14.9% | +122.1% | -107.2% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling