-38.7%
BTDR vs EL
-63.9%
+25.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.6% | -11.2% | -12.2% |
| 7D | +15.4% | +2.7% | +12.8% | +14.6% |
| 30D | -33.4% | +10.8% | -44.3% | -35.8% |
| 3M | -32.0% | +26.5% | -58.5% | -37.7% |
| 6M | -52.2% | +31.1% | -83.3% | -57.0% |
| YTD | -45.3% | +6.6% | -51.9% | -47.5% |
| 1Y | -56.0% | +21.8% | -77.8% | -59.6% |
| 3Y | +54.4% | +1.8% | +52.6% | +35.7% |
| 5Y | -38.5% | -65.6% | +27.1% | -43.9% |
| All | -38.7% | -63.9% | +25.2% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling