-63.7%
BTDR vs ES
-0.1%
-63.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.9% |
| 7D | -7.4% | +0.9% | -8.2% | -7.1% |
| 30D | -33.4% | +5.9% | -39.4% | -32.4% |
| 3M | -26.3% | -1.0% | -25.3% | -25.7% |
| 6M | -52.4% | +7.2% | -59.6% | -53.1% |
| YTD | -42.8% | +7.0% | -49.8% | -44.7% |
| 1Y | -63.7% | +0.5% | -64.1% | -63.9% |
| All | -63.7% | -0.1% | -63.6% | -63.9% |
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