+23.3%
BTDR vs ESTC
-39.9%
+63.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +14.8% | -3.3% | +18.2% | +15.5% |
| 30D | +41.8% | +13.4% | +28.4% | +36.8% |
| 3M | -29.2% | +41.3% | -70.5% | -35.0% |
| 6M | +66.2% | +62.6% | +3.6% | +47.4% |
| YTD | +10.0% | +14.8% | -4.8% | +3.9% |
| 1Y | -11.0% | -5.1% | -5.9% | -13.5% |
| 3Y | +6.9% | +11.2% | -4.2% | +4.6% |
| 5Y | +24.7% | -47.0% | +71.6% | +22.2% |
| All | +23.3% | -39.9% | +63.2% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling