-44.0%
BTDR vs ED
+92.4%
-136.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.0% | -7.7% |
| 7D | -6.9% | +2.1% | -9.0% | -5.5% |
| 30D | -31.5% | +10.4% | -41.9% | -26.2% |
| 3M | -36.1% | +12.5% | -48.6% | -30.0% |
| 6M | -57.6% | +14.9% | -72.6% | -52.6% |
| YTD | -50.0% | +24.8% | -74.9% | -41.9% |
| 1Y | -49.6% | +23.8% | -73.4% | -41.4% |
| 3Y | +48.5% | +51.6% | -3.1% | +80.9% |
| 5Y | -43.8% | +86.4% | -130.3% | -31.2% |
| All | -44.0% | +92.4% | -136.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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