+19.6%
BTDR vs EL
-68.3%
+87.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.5% |
| 7D | -3.4% | -6.5% | +3.1% | -1.0% |
| 30D | +32.6% | +11.1% | +21.5% | +27.6% |
| 3M | -32.2% | +10.7% | -43.0% | -34.7% |
| 6M | +52.4% | +6.9% | +45.5% | +47.5% |
| YTD | +6.7% | -6.3% | +13.0% | +7.4% |
| 1Y | -15.2% | +13.5% | -28.7% | -20.3% |
| 3Y | +14.9% | -33.1% | +47.9% | +8.3% |
| 5Y | +20.8% | -68.8% | +89.5% | +14.4% |
| All | +19.6% | -68.3% | +87.9% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling