+18.5%
EWZ vs BTDR
-38.7%
+57.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.8% | +10.8% | -1.6% |
| 7D | +0.1% | +15.4% | -15.4% | -0.4% |
| 30D | -25.9% | -33.4% | +7.6% | -25.1% |
| 3M | -6.1% | -32.0% | +25.9% | -5.4% |
| 6M | -16.1% | -52.2% | +36.1% | -15.0% |
| YTD | +1.0% | -45.3% | +46.3% | +1.5% |
| 1Y | 0.0% | -56.0% | +56.0% | +0.8% |
| 3Y | +16.8% | +54.4% | -37.6% | +15.8% |
| 5Y | +52.1% | -38.5% | +90.6% | +42.3% |
| All | +18.5% | -38.7% | +57.2% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling