-14.8%
EQT vs BTDR
+57.4%
-72.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.5% |
| 7D | -2.0% | -3.4% | +1.4% | -2.1% |
| 30D | 0.0% | +32.6% | -32.6% | +1.1% |
| 3M | +5.9% | -32.2% | +38.2% | +5.8% |
| 6M | -14.8% | +52.4% | -67.1% | -13.5% |
| All | -14.8% | +57.4% | -72.2% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling