+23.8%
BTDR vs EIX
+26.1%
-2.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | +20.0% | -19.1% | +39.1% | +26.0% |
| 30D | +11.9% | -16.9% | +28.8% | +16.0% |
| 3M | -36.9% | -20.0% | -16.9% | -34.2% |
| 6M | +56.5% | -21.3% | +77.8% | +64.1% |
| YTD | +10.4% | -1.7% | +12.1% | +2.7% |
| 1Y | +3.1% | +9.6% | -6.5% | -10.0% |
| 3Y | -2.6% | -3.7% | +1.1% | -9.5% |
| 5Y | +25.2% | +22.6% | +2.6% | +17.5% |
| All | +23.8% | +26.1% | -2.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling