+15.3%
BTDR vs EIX
+26.1%
-10.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +32.7% | -18.8% | +51.5% | +38.7% |
| 3M | -28.4% | -19.7% | -8.7% | -25.1% |
| 6M | +51.7% | -18.2% | +69.9% | +56.5% |
| YTD | +2.9% | -1.7% | +4.6% | -4.4% |
| 1Y | -15.5% | +7.8% | -23.2% | -25.5% |
| 3Y | 0.0% | -5.6% | +5.6% | -6.8% |
| 5Y | +16.5% | +23.7% | -7.2% | +9.4% |
| All | +15.3% | +26.1% | -10.8% | +8.4% |
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