+2.0%
ECL vs BTDR
-18.2%
+20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.2% |
| 7D | -2.6% | -3.2% | +0.5% | -2.6% |
| 30D | -4.6% | +32.7% | -37.3% | -4.9% |
| 3M | +6.0% | -28.4% | +34.4% | +6.8% |
| 6M | -3.0% | +51.7% | -54.7% | -4.0% |
| YTD | +4.0% | +2.9% | +1.2% | +2.9% |
| 1Y | +2.0% | -15.5% | +17.5% | +1.5% |
| All | +2.0% | -18.2% | +20.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling