+16.5%
BTDR vs EL
-69.5%
+85.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.6% |
| 7D | -3.2% | -4.4% | +1.2% | -1.6% |
| 30D | +32.7% | +10.3% | +22.4% | +28.0% |
| 3M | -28.4% | +13.4% | -41.7% | -31.6% |
| 6M | +51.7% | +3.1% | +48.6% | +48.6% |
| YTD | +2.9% | -6.9% | +9.8% | +3.8% |
| 1Y | -15.5% | +11.9% | -27.4% | -20.1% |
| 3Y | 0.0% | -33.8% | +33.8% | -5.4% |
| 5Y | +16.5% | -69.0% | +85.4% | +11.8% |
| All | +16.5% | -69.5% | +85.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling