+18.4%
BTDR vs ESI
+81.4%
-62.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.5% |
| 7D | +14.8% | +3.9% | +10.9% | +10.8% |
| 30D | +41.8% | -3.8% | +45.6% | +47.1% |
| 3M | -29.2% | -13.1% | -16.1% | -19.6% |
| 6M | +66.2% | +11.3% | +54.8% | +41.5% |
| YTD | +10.0% | +44.1% | -34.1% | -32.3% |
| 1Y | -11.0% | +40.3% | -51.3% | -42.8% |
| All | +18.4% | +81.4% | -62.9% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling