+15.3%
BTDR vs EAT
+259.6%
-244.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -3.2% | -6.2% | +3.0% | -1.4% |
| 30D | +32.7% | -3.0% | +35.7% | +33.5% |
| 3M | -28.4% | +45.6% | -74.0% | -36.7% |
| 6M | +51.7% | +53.5% | -1.8% | +31.1% |
| YTD | +2.9% | +49.6% | -46.7% | -10.2% |
| 1Y | -15.5% | +38.9% | -54.4% | -25.2% |
| 3Y | 0.0% | +589.7% | -589.7% | -31.2% |
| 5Y | +16.5% | +318.7% | -302.2% | -20.0% |
| All | +15.3% | +259.6% | -244.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling