+3.6%
EXE vs BTDR
-4.8%
+8.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.0% |
| 7D | -0.3% | +20.0% | -20.2% | +0.4% |
| 30D | +8.5% | +11.9% | -3.5% | +9.2% |
| 3M | +5.5% | -36.9% | +42.4% | +5.0% |
| 6M | -5.9% | +56.5% | -62.4% | -4.1% |
| YTD | -9.7% | +10.4% | -20.2% | -8.8% |
| 1Y | +3.6% | +3.1% | +0.5% | +6.7% |
| All | +3.6% | -4.8% | +8.3% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling