+29.3%
EXC vs BTDR
+80.1%
-50.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | -0.3% |
| 7D | +0.1% | -7.4% | +7.4% | 0.0% |
| 30D | +9.0% | -33.4% | +42.5% | +8.6% |
| 3M | +3.3% | -26.3% | +29.6% | +3.1% |
| 6M | +5.7% | -52.4% | +58.1% | +5.1% |
| YTD | +7.3% | -42.8% | +50.2% | +7.0% |
| 1Y | +2.9% | -63.7% | +66.6% | +2.5% |
| 3Y | +29.3% | +61.5% | -32.1% | +22.7% |
| All | +29.3% | +80.1% | -50.7% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling