+49.6%
ECL vs BTDR
-44.0%
+93.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.6% | +10.2% | +1.7% |
| 7D | +2.9% | -6.9% | +9.8% | +2.9% |
| 30D | +7.5% | -31.5% | +39.0% | +8.0% |
| 3M | +12.2% | -36.1% | +48.3% | +12.7% |
| 6M | +24.6% | -57.6% | +82.2% | +25.6% |
| YTD | +18.8% | -50.0% | +68.8% | +19.0% |
| 1Y | +19.3% | -49.6% | +68.9% | +19.5% |
| 3Y | +78.2% | +48.5% | +29.7% | +72.0% |
| 5Y | +38.8% | -43.8% | +82.6% | +34.5% |
| All | +49.6% | -44.0% | +93.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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