+71.6%
EMR vs BTDR
+19.6%
+52.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.3% |
| 7D | -0.4% | -3.4% | +3.0% | -0.2% |
| 30D | -6.8% | +32.6% | -39.4% | -8.6% |
| 3M | +7.5% | -32.2% | +39.7% | +9.2% |
| 6M | +9.9% | +52.4% | -42.5% | +5.7% |
| YTD | +16.0% | +6.7% | +9.3% | +13.4% |
| 1Y | +12.4% | -15.2% | +27.7% | +10.1% |
| 3Y | +60.2% | +14.9% | +45.4% | +48.7% |
| 5Y | +67.9% | +20.8% | +47.1% | +58.2% |
| All | +71.6% | +19.6% | +52.0% | +60.7% |
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