+370.0%
ASX vs BTSG
+416.6%
-46.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.8% |
| 7D | +11.1% | +2.9% | +8.2% | +10.3% |
| 30D | +9.6% | +0.9% | +8.7% | +9.1% |
| 3M | +18.6% | +1.6% | +17.0% | +17.3% |
| 6M | +92.1% | +46.8% | +45.3% | +73.1% |
| YTD | +158.5% | +65.5% | +92.9% | +126.5% |
| 1Y | +271.9% | +136.2% | +135.6% | +200.0% |
| All | +370.0% | +416.6% | -46.5% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling