-49.6%
BTDR vs ES
+2.1%
-51.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.5% | -8.3% |
| 7D | -6.9% | +2.7% | -9.6% | -5.9% |
| 30D | -31.5% | +7.6% | -39.1% | -30.0% |
| 3M | -36.1% | +0.5% | -36.6% | -34.9% |
| 6M | -57.6% | +7.6% | -65.2% | -57.7% |
| YTD | -50.0% | +10.2% | -60.3% | -51.4% |
| 1Y | -49.6% | +1.8% | -51.4% | -48.8% |
| All | -49.6% | +2.1% | -51.7% | -48.8% |
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