+24.7%
BTDR vs ESI
+74.4%
-49.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +14.8% | +3.9% | +10.9% | +12.2% |
| 30D | +41.8% | -3.8% | +45.6% | +45.3% |
| 3M | -29.2% | -13.1% | -16.1% | -22.6% |
| 6M | +66.2% | +11.3% | +54.8% | +55.2% |
| YTD | +10.0% | +44.1% | -34.1% | -12.7% |
| 1Y | -11.0% | +40.3% | -51.3% | -27.4% |
| 3Y | +6.9% | +84.1% | -77.1% | -17.5% |
| 5Y | +24.7% | +75.8% | -51.1% | -4.1% |
| All | +24.7% | +74.4% | -49.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling