+20.3%
EXE vs BTDR
+7.6%
+12.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.6% |
| 7D | -2.7% | +14.8% | -17.5% | -2.8% |
| 30D | -0.4% | +41.8% | -42.2% | -0.6% |
| 3M | +9.5% | -29.2% | +38.7% | +9.8% |
| 6M | -9.3% | +66.2% | -75.5% | -10.2% |
| YTD | -10.9% | +10.0% | -20.9% | -11.4% |
| 1Y | +4.3% | -11.0% | +15.3% | +3.8% |
| All | +20.3% | +7.6% | +12.7% | +15.2% |
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