+57.2%
EFA vs BTDR
+23.3%
+33.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.0% |
| 7D | -0.5% | +14.8% | -15.3% | -1.0% |
| 30D | -1.3% | +41.8% | -43.1% | -2.7% |
| 3M | +5.2% | -29.2% | +34.4% | +5.9% |
| 6M | +9.4% | +66.2% | -56.8% | +6.7% |
| YTD | +12.7% | +10.0% | +2.7% | +11.1% |
| 1Y | +19.3% | -11.0% | +30.2% | +17.5% |
| 3Y | +66.3% | +6.9% | +59.4% | +57.1% |
| 5Y | +53.4% | +24.7% | +28.7% | +42.4% |
| All | +57.2% | +23.3% | +33.9% | +45.6% |
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 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