+3.1%
BTDR vs ESI
+44.5%
-41.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +1.6% |
| 7D | +20.0% | +3.3% | +16.6% | +17.1% |
| 30D | +11.9% | -5.9% | +17.8% | +17.7% |
| 3M | -36.9% | -14.1% | -22.8% | -29.9% |
| 6M | +56.5% | +6.6% | +49.9% | +40.6% |
| YTD | +10.4% | +45.0% | -34.6% | -30.7% |
| 1Y | +3.1% | +41.5% | -38.4% | -29.5% |
| All | +3.1% | +44.5% | -41.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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