-39.9%
BTDR vs ES
-1.2%
-38.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.9% | +16.2% | +13.8% |
| 7D | -10.4% | +1.9% | -12.2% | -10.9% |
| 30D | -42.2% | +7.1% | -49.2% | -43.3% |
| 3M | -42.8% | -1.9% | -40.9% | -42.8% |
| 6M | -60.2% | +4.4% | -64.5% | -61.1% |
| YTD | -46.3% | +7.3% | -53.7% | -48.3% |
| 1Y | -71.7% | +2.1% | -73.8% | -72.3% |
| 3Y | +54.6% | +41.8% | +12.8% | +34.9% |
| 5Y | -39.5% | +1.4% | -41.0% | -45.5% |
| All | -39.9% | -1.2% | -38.6% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling