+57.8%
EWZ vs BTDR
-39.7%
+97.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.3% | -12.6% | +0.3% |
| 7D | -1.5% | -10.4% | +8.9% | -1.3% |
| 30D | -24.5% | -42.2% | +17.6% | -23.5% |
| 3M | -10.7% | -42.8% | +32.1% | -9.6% |
| 6M | -19.1% | -60.2% | +41.1% | -17.6% |
| YTD | +1.6% | -46.3% | +48.0% | +2.2% |
| 1Y | +4.3% | -71.7% | +75.9% | +6.0% |
| 3Y | +19.0% | +54.6% | -35.7% | +18.2% |
| All | +57.8% | -39.7% | +97.6% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling