+26.5%
ECL vs BTDR
+24.7%
+1.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -2.1% |
| 7D | -2.7% | +14.8% | -17.6% | -3.0% |
| 30D | -4.3% | +41.8% | -46.1% | -4.9% |
| 3M | +3.2% | -29.2% | +32.4% | +3.7% |
| 6M | -2.9% | +66.2% | -69.1% | -4.3% |
| YTD | +4.3% | +10.0% | -5.7% | +3.3% |
| 1Y | +1.6% | -11.0% | +12.6% | +0.7% |
| 3Y | +54.3% | +6.9% | +47.3% | +48.2% |
| 5Y | +26.5% | +24.7% | +1.8% | +19.6% |
| All | +26.5% | +24.7% | +1.8% | +19.6% |
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 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