+26.7%
BTDR vs XME
+191.2%
-164.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.5% |
| 7D | +22.4% | +3.6% | +18.8% | +19.0% |
| 30D | +16.5% | +3.6% | +12.8% | +13.4% |
| 3M | -31.5% | +1.2% | -32.7% | -31.4% |
| 6M | +74.0% | +9.0% | +65.0% | +68.1% |
| YTD | +13.0% | +15.9% | -2.9% | +6.5% |
| 1Y | -0.2% | +43.2% | -43.4% | -16.0% |
| 3Y | +9.9% | +137.4% | -127.5% | -23.6% |
| 5Y | +28.1% | +185.0% | -156.9% | -10.5% |
| All | +26.7% | +191.2% | -164.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling