+2.1%
EWZ vs BTDR
-48.4%
+50.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.0% | +2.0% |
| 7D | +0.8% | -6.9% | +7.6% | +1.2% |
| 30D | -24.4% | -31.5% | +7.2% | -22.5% |
| 3M | -4.6% | -36.1% | +31.5% | -2.3% |
| 6M | -11.6% | -57.6% | +46.1% | -8.0% |
| YTD | +2.4% | -50.0% | +52.4% | +1.4% |
| 1Y | +2.1% | -49.6% | +51.7% | +0.9% |
| All | +2.1% | -48.4% | +50.5% | +0.9% |
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