-29.4%
EW vs BTDR
+24.7%
-54.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -5.1% | +14.8% | -19.9% | -5.5% |
| 30D | -6.4% | +41.8% | -48.2% | -7.3% |
| 3M | -1.6% | -29.2% | +27.6% | -1.0% |
| 6M | +2.3% | +66.2% | -63.9% | -0.1% |
| YTD | +1.1% | +10.0% | -8.9% | -0.4% |
| 1Y | +8.0% | -11.0% | +19.0% | +6.2% |
| 3Y | +16.3% | +6.9% | +9.4% | +8.6% |
| 5Y | -29.4% | +24.7% | -54.1% | -34.8% |
| All | -29.4% | +24.7% | -54.1% | -34.8% |
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