-8.5%
BTDR vs ES
+18.9%
-27.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +22.4% | +1.4% | +21.0% | +22.4% |
| 30D | +16.5% | -1.2% | +17.6% | +16.5% |
| 3M | -31.5% | +5.0% | -36.5% | -32.7% |
| 6M | +74.0% | -2.8% | +76.9% | +73.9% |
| YTD | +13.0% | +8.6% | +4.4% | +7.1% |
| All | -8.5% | +18.9% | -27.4% | -8.0% |
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