+61.5%
BTDR vs ESTC
+19.0%
+42.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.6% |
| 7D | -7.4% | -3.6% | -3.8% | -5.3% |
| 30D | -33.4% | -11.2% | -22.3% | -29.4% |
| 3M | -26.3% | +14.3% | -40.6% | -31.6% |
| 6M | -52.4% | +67.0% | -119.4% | -63.6% |
| YTD | -42.8% | +15.7% | -58.5% | -49.2% |
| 1Y | -63.7% | -6.3% | -57.4% | -64.4% |
| 3Y | +61.5% | +14.5% | +47.0% | +33.8% |
| All | +61.5% | +19.0% | +42.4% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling