+3.1%
BTDR vs ESTC
+7.3%
-4.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +4.0% |
| 7D | +20.0% | -8.1% | +28.1% | +19.8% |
| 30D | +11.9% | +31.7% | -19.7% | +10.6% |
| 3M | -36.9% | +41.1% | -78.0% | -38.0% |
| 6M | +56.5% | +77.1% | -20.6% | +51.9% |
| YTD | +10.4% | +21.7% | -11.3% | -0.7% |
| 1Y | +3.1% | +8.4% | -5.3% | -5.7% |
| All | +3.1% | +7.3% | -4.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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