-69.4%
BTDR vs ESTC
+1.6%
-71.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -5.5% |
| 7D | -17.6% | -15.9% | -1.7% | -15.8% |
| 30D | -40.3% | -5.5% | -34.7% | -39.6% |
| 3M | -42.6% | +26.2% | -68.8% | -43.9% |
| 6M | -46.3% | +77.0% | -123.3% | -50.1% |
| YTD | -41.7% | +18.9% | -60.6% | -48.3% |
| 1Y | -69.4% | +1.3% | -70.7% | -73.8% |
| All | -69.4% | +1.6% | -71.0% | -73.8% |
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