-9.7%
EXC vs BTDR
+56.7%
-66.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -0.9% |
| 7D | +0.3% | +20.0% | -19.7% | +1.2% |
| 30D | -3.7% | +11.9% | -15.7% | -3.0% |
| 3M | -1.3% | -36.9% | +35.6% | -2.3% |
| 6M | -9.7% | +56.5% | -66.2% | -10.4% |
| All | -9.7% | +56.7% | -66.4% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling