+41.1%
EWZ vs BTDR
+23.8%
+17.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.7% | -0.8% |
| 7D | +6.5% | +20.0% | -13.5% | +5.9% |
| 30D | +4.8% | +11.9% | -7.1% | +4.3% |
| 3M | +9.9% | -36.9% | +46.8% | +10.7% |
| 6M | +1.9% | +56.5% | -54.6% | +0.1% |
| YTD | +20.3% | +10.4% | +9.9% | +18.8% |
| 1Y | +35.6% | +3.1% | +32.5% | +33.6% |
| 3Y | +43.4% | -2.6% | +46.0% | +37.3% |
| 5Y | +55.9% | +25.2% | +30.8% | +43.2% |
| All | +41.1% | +23.8% | +17.3% | +29.5% |
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