+20.4%
BTDR vs EQH
+102.2%
-81.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.8% |
| 30D | +32.6% | +2.8% | +29.8% | +30.2% |
| 3M | -32.2% | +23.1% | -55.3% | -40.4% |
| 6M | +52.4% | +41.4% | +11.0% | +24.0% |
| YTD | +6.7% | +14.3% | -7.6% | -2.4% |
| 1Y | -15.2% | +1.6% | -16.8% | -17.9% |
| 3Y | +14.9% | +102.7% | -87.8% | +1.4% |
| All | +20.4% | +102.2% | -81.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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