+15.3%
BTDR vs ESI
+56.9%
-41.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -3.7% |
| 7D | -3.2% | -2.3% | -0.9% | -1.6% |
| 30D | +32.7% | -9.0% | +41.7% | +40.9% |
| 3M | -28.4% | -13.3% | -15.1% | -21.6% |
| 6M | +51.7% | +5.3% | +46.4% | +46.9% |
| YTD | +2.9% | +37.6% | -34.8% | -15.7% |
| 1Y | -15.5% | +33.6% | -49.1% | -28.7% |
| 3Y | 0.0% | +75.8% | -75.8% | -20.3% |
| 5Y | +16.5% | +68.6% | -52.1% | -7.5% |
| All | +15.3% | +56.9% | -41.6% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling