+57.6%
ECL vs BTDR
+8.5%
+49.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -0.5% |
| 7D | -0.8% | +22.4% | -23.2% | -1.2% |
| 30D | -2.5% | +16.5% | -18.9% | -2.9% |
| 3M | +8.3% | -31.5% | +39.8% | +9.0% |
| 6M | -1.1% | +74.0% | -75.1% | -2.8% |
| YTD | +6.5% | +13.0% | -6.5% | +5.4% |
| 1Y | +2.1% | -0.2% | +2.3% | +0.7% |
| 3Y | +57.6% | +9.9% | +47.7% | +46.7% |
| All | +57.6% | +8.5% | +49.1% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling