-49.6%
BTDR vs ESTC
-3.5%
-46.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.5% |
| 7D | -6.9% | +2.4% | -9.3% | -7.3% |
| 30D | -31.5% | -4.2% | -27.3% | -30.6% |
| 3M | -36.1% | +2.5% | -38.5% | -35.6% |
| 6M | -57.6% | +81.5% | -139.1% | -61.2% |
| YTD | -50.0% | +16.8% | -66.9% | -54.4% |
| 1Y | -49.6% | -3.5% | -46.1% | -54.8% |
| All | -49.6% | -3.5% | -46.1% | -54.8% |
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