+57.0%
EXC vs BTDR
+23.3%
+33.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | +0.3% | +14.8% | -14.5% | +0.5% |
| 30D | -0.9% | +41.8% | -42.7% | -0.6% |
| 3M | -2.7% | -29.2% | +26.5% | -2.7% |
| 6M | -9.4% | +66.2% | -75.6% | -9.1% |
| YTD | +3.0% | +10.0% | -7.0% | +3.2% |
| 1Y | +5.1% | -11.0% | +16.1% | +5.4% |
| 3Y | +20.6% | +6.9% | +13.7% | +19.6% |
| 5Y | +45.7% | +24.7% | +21.0% | +46.3% |
| All | +57.0% | +23.3% | +33.7% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling