-15.2%
BTDR vs ET
+33.4%
-48.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +3.2% |
| 7D | -3.4% | +0.2% | -3.6% | -3.2% |
| 30D | +32.6% | +2.9% | +29.7% | +35.1% |
| 3M | -32.2% | +16.8% | -49.0% | -27.3% |
| 6M | +52.4% | +18.9% | +33.5% | +57.8% |
| YTD | +6.7% | +37.7% | -31.0% | -5.6% |
| 1Y | -15.2% | +32.4% | -47.7% | -37.9% |
| All | -15.2% | +33.4% | -48.7% | -37.9% |
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