+19.3%
ECL vs BTDR
-48.4%
+67.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.8% |
| 3M | +12.2% | -36.1% | +48.3% | +12.4% |
| 6M | +24.6% | -57.6% | +82.2% | +25.1% |
| YTD | +18.8% | -50.0% | +68.8% | +16.8% |
| 1Y | +19.3% | -49.6% | +68.9% | +17.2% |
| All | +19.3% | -48.4% | +67.8% | +17.2% |
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