+25.5%
B vs BTG
+332.2%
-306.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -7.3% | -9.1% | +1.8% | -3.4% |
| 30D | -3.3% | -1.6% | -1.7% | -2.6% |
| 3M | -7.8% | -2.8% | -5.0% | -6.5% |
| 6M | -15.5% | -7.6% | -7.9% | -13.1% |
| YTD | -12.3% | +10.2% | -22.5% | -16.8% |
| 1Y | +5.4% | +21.3% | -15.9% | -4.0% |
| 3Y | +165.5% | +82.7% | +82.8% | +100.4% |
| 5Y | +107.0% | +30.8% | +76.2% | +77.7% |
| 10Y | +210.6% | +163.7% | +46.9% | +94.0% |
| All | +25.5% | +332.2% | -306.6% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling