+26.7%
BTDR vs ETR
+147.8%
-121.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.2% | +2.1% |
| 7D | +22.4% | +1.4% | +21.0% | +22.1% |
| 30D | +16.5% | +1.9% | +14.6% | +16.1% |
| 3M | -31.5% | +1.0% | -32.5% | -31.6% |
| 6M | +74.0% | +4.8% | +69.2% | +71.5% |
| YTD | +13.0% | +19.5% | -6.5% | +8.1% |
| 1Y | -0.2% | +28.1% | -28.3% | -4.9% |
| 3Y | +9.9% | +151.1% | -141.3% | +11.0% |
| 5Y | +28.1% | +125.2% | -97.0% | +29.6% |
| All | +26.7% | +147.8% | -121.1% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling