+23.3%
BTDR vs ET
+234.2%
-210.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +14.8% | +0.6% | +14.2% | +14.5% |
| 30D | +41.8% | +5.3% | +36.5% | +38.5% |
| 3M | -29.2% | +15.6% | -44.8% | -34.6% |
| 6M | +66.2% | +20.6% | +45.6% | +49.1% |
| YTD | +10.0% | +38.5% | -28.5% | -9.0% |
| 1Y | -11.0% | +35.7% | -46.7% | -25.5% |
| 3Y | +6.9% | +98.4% | -91.4% | -9.3% |
| 5Y | +24.7% | +245.3% | -220.6% | +6.6% |
| All | +23.3% | +234.2% | -210.9% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling