+34.7%
EWZ vs BTDR
-4.6%
+39.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | -0.1% | +14.8% | -14.9% | -1.0% |
| 30D | +8.2% | +41.8% | -33.6% | +5.5% |
| 3M | +13.3% | -29.2% | +42.5% | +14.6% |
| 6M | +3.6% | +66.2% | -62.6% | -1.4% |
| YTD | +21.0% | +10.0% | +11.0% | +16.7% |
| 1Y | +34.7% | -11.0% | +45.6% | +31.1% |
| All | +34.7% | -4.6% | +39.3% | +31.1% |
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