+47.2%
EEM vs BTDR
+19.6%
+27.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.1% |
| 30D | +2.1% | +32.6% | -30.5% | +0.6% |
| 3M | +1.0% | -32.2% | +33.3% | +2.1% |
| 6M | +15.9% | +52.4% | -36.4% | +13.3% |
| YTD | +24.6% | +6.7% | +18.0% | +23.0% |
| 1Y | +32.3% | -15.2% | +47.5% | +30.7% |
| 3Y | +85.9% | +14.9% | +71.0% | +77.4% |
| 5Y | +45.4% | +20.8% | +24.6% | +37.1% |
| All | +47.2% | +19.6% | +27.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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