+158.8%
B vs BTG
+75.0%
+83.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.1% |
| 7D | +1.0% | +2.4% | -1.4% | -0.4% |
| 30D | +9.5% | +9.5% | 0.0% | +3.6% |
| 3M | +14.3% | +38.5% | -24.2% | -7.8% |
| 6M | -1.9% | +5.6% | -7.5% | -7.3% |
| YTD | +4.1% | +23.9% | -19.8% | -12.1% |
| 1Y | +56.1% | +32.1% | +24.0% | +25.5% |
| 3Y | +202.0% | +103.2% | +98.8% | +75.2% |
| 5Y | +158.8% | +79.7% | +79.1% | +56.2% |
| All | +158.8% | +75.0% | +83.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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