+16.5%
BTDR vs XME
+167.8%
-151.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -3.5% |
| 7D | -3.2% | -3.0% | -0.1% | -0.6% |
| 30D | +32.7% | -2.6% | +35.3% | +36.4% |
| 3M | -28.4% | +2.2% | -30.5% | -28.7% |
| 6M | +51.7% | +0.7% | +51.0% | +55.6% |
| YTD | +2.9% | +10.9% | -8.1% | +0.2% |
| 1Y | -15.5% | +35.7% | -51.2% | -26.3% |
| 3Y | 0.0% | +127.1% | -127.1% | -29.2% |
| 5Y | +16.5% | +168.5% | -152.0% | -17.8% |
| All | +16.5% | +167.8% | -151.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling