+23.8%
BTDR vs ESTC
-36.3%
+60.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +4.8% |
| 7D | +20.0% | -8.1% | +28.1% | +21.9% |
| 30D | +11.9% | +31.7% | -19.7% | +4.7% |
| 3M | -36.9% | +41.1% | -78.0% | -42.0% |
| 6M | +56.5% | +77.1% | -20.6% | +36.5% |
| YTD | +10.4% | +21.7% | -11.3% | +3.2% |
| 1Y | +3.1% | +8.4% | -5.3% | -2.6% |
| 3Y | -2.6% | +23.6% | -26.2% | -5.7% |
| 5Y | +25.2% | -46.5% | +71.6% | +21.6% |
| All | +23.8% | -36.3% | +60.1% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling