+21.3%
EXC vs BTDR
+8.5%
+12.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | +1.2% | +22.4% | -21.2% | +1.5% |
| 30D | -2.7% | +16.5% | -19.2% | -2.5% |
| 3M | -1.0% | -31.5% | +30.5% | -1.0% |
| 6M | -9.3% | +74.0% | -83.3% | -8.8% |
| YTD | +3.6% | +13.0% | -9.4% | +3.9% |
| 1Y | +5.9% | -0.2% | +6.1% | +6.4% |
| 3Y | +21.3% | +9.9% | +11.4% | +19.0% |
| All | +21.3% | +8.5% | +12.8% | +19.0% |
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