-69.4%
BTDR vs EL
+25.6%
-95.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.3% | -11.9% | -8.4% |
| 7D | -17.6% | +2.5% | -20.0% | -18.5% |
| 30D | -40.3% | +20.1% | -60.3% | -45.4% |
| 3M | -42.6% | +29.3% | -71.9% | -49.3% |
| 6M | -46.3% | +38.8% | -85.1% | -54.3% |
| YTD | -41.7% | +8.1% | -49.9% | -46.7% |
| 1Y | -69.4% | +22.3% | -91.7% | -74.3% |
| All | -69.4% | +25.6% | -95.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling