+21.6%
EWZ vs BTDR
-33.9%
+55.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.9% | +1.7% |
| 7D | +1.4% | +7.1% | -5.7% | +1.1% |
| 30D | -25.1% | -31.4% | +6.3% | -24.4% |
| 3M | -7.7% | -39.2% | +31.5% | -6.8% |
| 6M | -15.8% | -50.9% | +35.1% | -14.8% |
| YTD | +3.6% | -41.0% | +44.7% | +4.0% |
| 1Y | +5.5% | -69.9% | +75.4% | +7.0% |
| 3Y | +22.1% | +87.3% | -65.1% | +21.1% |
| 5Y | +58.3% | -33.6% | +92.0% | +47.9% |
| All | +21.6% | -33.9% | +55.5% | +13.3% |
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 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