-44.0%
BTDR vs EIX
+35.9%
-79.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.3% | -9.0% | -8.7% |
| 7D | -6.9% | +1.4% | -8.3% | -7.3% |
| 30D | -31.5% | +8.5% | -40.1% | -33.3% |
| 3M | -36.1% | -13.5% | -22.6% | -34.4% |
| 6M | -57.6% | -12.4% | -45.3% | -57.2% |
| YTD | -50.0% | +5.9% | -56.0% | -54.7% |
| 1Y | -49.6% | +7.6% | -57.2% | -54.7% |
| 3Y | +48.5% | +12.8% | +35.8% | +33.2% |
| 5Y | -43.8% | +19.2% | -63.1% | -48.6% |
| All | -44.0% | +35.9% | -79.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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