-35.9%
BTDR vs ES
-1.5%
-34.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -7.4% | +0.9% | -8.2% | -7.8% |
| 30D | -33.4% | +5.9% | -39.4% | -34.6% |
| 3M | -26.3% | -1.0% | -25.3% | -26.5% |
| 6M | -52.4% | +7.2% | -59.6% | -53.9% |
| YTD | -42.8% | +7.0% | -49.8% | -44.9% |
| 1Y | -63.7% | +0.5% | -64.1% | -64.4% |
| 3Y | +61.5% | +48.7% | +12.8% | +40.1% |
| 5Y | -35.6% | +1.9% | -37.6% | -42.0% |
| All | -35.9% | -1.5% | -34.4% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling