+19.6%
BTDR vs ETR
+140.5%
-120.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.1% |
| 30D | +32.6% | -1.8% | +34.3% | +33.0% |
| 3M | -32.2% | -3.6% | -28.7% | -31.8% |
| 6M | +52.4% | +2.6% | +49.7% | +50.7% |
| YTD | +6.7% | +16.0% | -9.3% | +2.6% |
| 1Y | -15.2% | +20.1% | -35.4% | -18.4% |
| 3Y | +14.9% | +143.6% | -128.7% | +16.7% |
| 5Y | +20.8% | +124.4% | -103.6% | +22.9% |
| All | +19.6% | +140.5% | -120.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling