+62.4%
EWY vs BTDR
-69.9%
+132.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.4% |
| 7D | -8.3% | -17.6% | +9.2% | -3.7% |
| 30D | -20.5% | -40.3% | +19.7% | -9.3% |
| 3M | -11.1% | -42.6% | +31.5% | +0.8% |
| 6M | -7.0% | -46.3% | +39.3% | +7.7% |
| YTD | +56.5% | -41.7% | +98.2% | +74.7% |
| 1Y | +62.4% | -69.4% | +131.8% | +79.4% |
| All | +62.4% | -69.9% | +132.3% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling