+34.7%
ECL vs BTDR
+23.8%
+10.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | -2.6% | +20.0% | -22.6% | -2.9% |
| 30D | -2.2% | +11.9% | -14.1% | -2.5% |
| 3M | +10.1% | -36.9% | +47.0% | +10.8% |
| 6M | -5.7% | +56.5% | -62.2% | -7.0% |
| YTD | +7.0% | +10.4% | -3.5% | +6.0% |
| 1Y | +2.7% | +3.1% | -0.4% | +1.4% |
| 3Y | +57.7% | -2.6% | +60.3% | +51.6% |
| 5Y | +31.1% | +25.2% | +6.0% | +25.9% |
| All | +34.7% | +23.8% | +10.9% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling