-3.9%
EW vs BTDR
-38.7%
+34.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.8% | +12.8% | +0.3% |
| 7D | +4.9% | +15.4% | -10.5% | +4.5% |
| 30D | +24.1% | -33.4% | +57.5% | +25.1% |
| 3M | +13.7% | -32.0% | +45.7% | +14.4% |
| 6M | +32.7% | -52.2% | +84.9% | +34.0% |
| YTD | +24.1% | -45.3% | +69.4% | +24.2% |
| 1Y | +23.6% | -56.0% | +79.7% | +24.3% |
| 3Y | +64.8% | +54.4% | +10.4% | +53.6% |
| 5Y | -8.8% | -38.5% | +29.7% | -14.2% |
| All | -3.9% | -38.7% | +34.8% | -9.5% |
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