-18.3%
EW vs BTDR
+23.8%
-42.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | -0.3% | +20.0% | -20.3% | -0.9% |
| 30D | +1.0% | +11.9% | -10.9% | +0.6% |
| 3M | +2.8% | -36.9% | +39.7% | +3.8% |
| 6M | +5.5% | +56.5% | -51.0% | +3.2% |
| YTD | +5.5% | +10.4% | -5.0% | +3.9% |
| 1Y | +11.0% | +3.1% | +8.0% | +8.6% |
| 3Y | +17.7% | -2.6% | +20.3% | +10.1% |
| 5Y | -25.7% | +25.2% | -50.9% | -31.1% |
| All | -18.3% | +23.8% | -42.1% | -24.3% |
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