+391.9%
BAC vs BTG
+158.3%
+233.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -0.3% | -5.5% | +5.2% | -0.1% |
| 30D | -1.8% | +6.1% | -7.9% | -1.9% |
| 3M | +15.3% | +38.6% | -23.4% | +14.5% |
| 6M | +30.2% | +0.7% | +29.5% | +29.8% |
| YTD | +15.6% | +20.3% | -4.8% | +14.8% |
| 1Y | +27.5% | +25.0% | +2.4% | +26.5% |
| 3Y | +137.0% | +97.3% | +39.7% | +132.9% |
| 5Y | +75.6% | +78.3% | -2.7% | +73.0% |
| All | +391.9% | +158.3% | +233.6% | +430.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling