+24.7%
BTDR vs ED
+66.4%
-41.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.1% |
| 7D | +14.8% | -0.2% | +15.0% | +14.6% |
| 30D | +41.8% | +1.9% | +39.9% | +43.8% |
| 3M | -29.2% | +1.9% | -31.0% | -27.9% |
| 6M | +66.2% | -2.3% | +68.4% | +67.0% |
| YTD | +10.0% | +10.9% | -0.9% | +17.1% |
| 1Y | -11.0% | +14.5% | -25.5% | -3.4% |
| 3Y | +6.9% | +33.4% | -26.4% | +19.8% |
| 5Y | +24.7% | +67.3% | -42.6% | +40.7% |
| All | +24.7% | +66.4% | -41.7% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling