+19.2%
EWZ vs BTDR
-39.9%
+59.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 5Y | +57.7% | -39.5% | +97.2% | +47.6% |
| All | +19.2% | -39.9% | +59.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling