+23.3%
BTDR vs EAT
+260.7%
-237.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.7% |
| 7D | +14.8% | -6.8% | +21.6% | +17.1% |
| 30D | +41.8% | -5.4% | +47.2% | +43.7% |
| 3M | -29.2% | +42.8% | -71.9% | -37.0% |
| 6M | +66.2% | +56.5% | +9.7% | +42.8% |
| YTD | +10.0% | +50.0% | -40.0% | -4.1% |
| 1Y | -11.0% | +38.3% | -49.2% | -21.1% |
| 3Y | +6.9% | +591.6% | -584.7% | -26.5% |
| 5Y | +24.7% | +312.6% | -288.0% | -14.4% |
| All | +23.3% | +260.7% | -237.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling