+49.3%
EEM vs BTDR
+26.7%
+22.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | +0.1% |
| 7D | +3.1% | +22.4% | -19.3% | +2.1% |
| 30D | +4.9% | +16.5% | -11.6% | +3.9% |
| 3M | +5.2% | -31.5% | +36.7% | +6.2% |
| 6M | +20.7% | +74.0% | -53.3% | +17.4% |
| YTD | +26.5% | +13.0% | +13.4% | +24.4% |
| 1Y | +37.8% | -0.2% | +38.1% | +35.5% |
| 3Y | +91.0% | +9.9% | +81.1% | +81.7% |
| 5Y | +47.0% | +28.1% | +18.9% | +38.3% |
| All | +49.3% | +26.7% | +22.6% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling