+40.1%
ECL vs BTDR
-29.7%
+69.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.7% | -9.1% | +0.4% |
| 7D | -2.3% | +7.7% | -9.9% | -2.4% |
| 30D | +8.3% | -24.1% | +32.4% | +8.6% |
| 3M | +8.4% | -19.1% | +27.6% | +8.5% |
| 6M | +23.3% | -46.6% | +69.9% | +23.9% |
| YTD | +18.2% | -37.3% | +55.5% | +18.1% |
| 1Y | +18.8% | -53.2% | +72.0% | +19.1% |
| 3Y | +78.5% | +77.1% | +1.4% | +71.7% |
| 5Y | +40.1% | -29.7% | +69.8% | +33.9% |
| All | +40.1% | -29.7% | +69.8% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling