-15.5%
BTDR vs ESI
+34.0%
-49.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -2.8% |
| 7D | -3.2% | -2.3% | -0.9% | -1.1% |
| 30D | +32.7% | -9.0% | +41.7% | +43.5% |
| 3M | -28.4% | -13.3% | -15.1% | -20.7% |
| 6M | +51.7% | +5.3% | +46.4% | +37.0% |
| YTD | +2.9% | +37.6% | -34.8% | -34.0% |
| 1Y | -15.5% | +33.6% | -49.1% | -41.7% |
| All | -15.5% | +34.0% | -49.5% | -41.7% |
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