-15.5%
BTDR vs EL
+11.6%
-27.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.4% |
| 7D | -3.2% | -4.4% | +1.2% | -1.1% |
| 30D | +32.7% | +10.3% | +22.4% | +26.9% |
| 3M | -28.4% | +13.4% | -41.7% | -32.2% |
| 6M | +51.7% | +3.1% | +48.6% | +46.0% |
| YTD | +2.9% | -6.9% | +9.8% | +3.0% |
| 1Y | -15.5% | +11.9% | -27.4% | -12.1% |
| All | -15.5% | +11.6% | -27.1% | -12.1% |
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