-43.9%
BTDR vs ESI
+36.5%
-80.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.1% |
| 7D | -6.9% | +5.5% | -12.4% | -9.8% |
| 30D | -31.5% | -7.8% | -23.8% | -26.1% |
| 3M | -36.1% | -15.0% | -21.1% | -27.4% |
| 6M | -57.6% | -24.9% | -32.7% | -48.2% |
| YTD | -50.0% | +33.2% | -83.3% | -57.9% |
| 1Y | -49.6% | +24.9% | -74.5% | -55.9% |
| 3Y | +48.5% | +77.8% | -29.2% | +20.8% |
| All | -43.9% | +36.5% | -80.4% | -54.8% |
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