-69.4%
BTDR vs ET
+24.7%
-94.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.2% | -8.2% |
| 7D | -17.6% | -6.0% | -11.5% | -21.4% |
| 30D | -40.3% | -6.1% | -34.2% | -43.2% |
| 3M | -42.6% | -2.7% | -39.9% | -43.0% |
| 6M | -46.3% | +0.2% | -46.5% | -44.4% |
| YTD | -41.7% | +24.3% | -66.1% | -37.5% |
| 1Y | -69.4% | +26.4% | -95.8% | -66.9% |
| All | -69.4% | +24.7% | -94.1% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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