+43.6%
EEM vs BTDR
+16.5%
+27.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.8% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | +2.4% | +32.7% | -30.3% | +0.9% |
| 3M | +4.2% | -28.4% | +32.5% | +5.0% |
| 6M | +14.8% | +51.7% | -36.9% | +12.3% |
| YTD | +23.1% | +2.9% | +20.2% | +21.6% |
| 1Y | +32.5% | -15.5% | +48.0% | +31.1% |
| 3Y | +85.9% | 0.0% | +85.9% | +77.6% |
| 5Y | +43.6% | +16.5% | +27.1% | +35.0% |
| All | +43.6% | +16.5% | +27.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling