+24.5%
BTDR vs ETR
+126.1%
-101.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +14.8% | +0.4% | +14.4% | +14.8% |
| 30D | +41.8% | +2.0% | +39.8% | +41.2% |
| 3M | -29.2% | -1.7% | -27.5% | -29.0% |
| 6M | +66.2% | +3.6% | +62.6% | +64.0% |
| YTD | +10.0% | +18.0% | -8.1% | +5.3% |
| 1Y | -11.0% | +26.2% | -37.2% | -15.1% |
| 3Y | +6.9% | +148.0% | -141.1% | +8.3% |
| All | +24.5% | +126.1% | -101.5% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling