+86.5%
BTDR vs ED
+47.9%
+38.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.7% | +9.6% |
| 7D | +7.7% | -0.9% | +8.6% | +7.1% |
| 30D | -24.1% | +11.2% | -35.3% | -12.7% |
| 3M | -19.1% | +11.8% | -30.9% | -6.1% |
| 6M | -46.6% | +14.1% | -60.7% | -35.9% |
| YTD | -37.3% | +23.0% | -60.3% | -19.3% |
| 1Y | -53.2% | +23.7% | -76.8% | -39.1% |
| All | +86.5% | +47.9% | +38.6% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling