+85.5%
ETN vs BTDR
+4.4%
+81.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.2% | +3.6% |
| 7D | +3.5% | -3.4% | +6.9% | +3.9% |
| 30D | -7.5% | +32.6% | -40.1% | -10.2% |
| 3M | +8.3% | -32.2% | +40.6% | +10.9% |
| 6M | +20.2% | +52.4% | -32.2% | +13.7% |
| YTD | +34.7% | +6.7% | +28.0% | +30.4% |
| 1Y | +19.4% | -15.2% | +34.7% | +16.2% |
| 3Y | +85.5% | +14.9% | +70.6% | +63.3% |
| All | +85.5% | +4.4% | +81.1% | +63.3% |
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