+72.4%
EMR vs BTDR
+23.8%
+48.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.5% |
| 7D | -1.5% | +20.0% | -21.5% | -2.7% |
| 30D | -5.6% | +11.9% | -17.6% | -6.6% |
| 3M | +7.9% | -36.9% | +44.9% | +10.1% |
| 6M | +6.0% | +56.5% | -50.5% | +1.8% |
| YTD | +16.4% | +10.4% | +6.0% | +13.6% |
| 1Y | +16.6% | +3.1% | +13.5% | +12.9% |
| 3Y | +62.9% | -2.6% | +65.5% | +50.7% |
| 5Y | +60.1% | +25.2% | +34.9% | +50.6% |
| All | +72.4% | +23.8% | +48.6% | +61.0% |
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 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