+125.1%
EXE vs BTDR
+26.7%
+98.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.1% | +0.3% |
| 7D | -1.8% | +22.4% | -24.2% | -1.9% |
| 30D | +6.4% | +16.5% | -10.1% | +6.3% |
| 3M | +9.2% | -31.5% | +40.7% | +9.5% |
| 6M | -7.0% | +74.0% | -81.0% | -7.7% |
| YTD | -9.5% | +13.0% | -22.5% | -9.9% |
| 1Y | +6.2% | -0.2% | +6.5% | +5.7% |
| 3Y | +20.7% | +9.9% | +10.9% | +19.4% |
| 5Y | +103.6% | +28.1% | +75.5% | +98.2% |
| All | +125.1% | +26.7% | +98.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling