-69.4%
BTDR vs ES
-1.6%
-67.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.2% |
| 7D | -17.6% | +5.3% | -22.9% | -16.6% |
| 30D | -40.3% | +8.9% | -49.2% | -39.3% |
| 3M | -42.6% | -1.9% | -40.7% | -42.1% |
| 6M | -46.3% | +3.9% | -50.2% | -46.6% |
| YTD | -41.7% | +8.3% | -50.0% | -44.0% |
| 1Y | -69.4% | -0.1% | -69.3% | -69.5% |
| All | -69.4% | -1.6% | -67.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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