-38.5%
BTDR vs EIX
+17.2%
-55.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.1% | -12.9% | -12.8% |
| 7D | +15.4% | -1.5% | +16.9% | +15.9% |
| 30D | -33.4% | +8.1% | -41.6% | -35.2% |
| 3M | -32.0% | -12.1% | -19.9% | -30.8% |
| 6M | -52.2% | -13.4% | -38.8% | -51.5% |
| YTD | -45.3% | +5.6% | -50.9% | -50.6% |
| 1Y | -56.0% | +7.8% | -63.9% | -60.8% |
| 3Y | +54.4% | +9.8% | +44.6% | +38.2% |
| 5Y | -38.5% | +18.8% | -57.4% | -43.8% |
| All | -38.5% | +17.2% | -55.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling