+73.1%
BAC vs BTG
+75.0%
-2.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +0.6% | +2.4% | -1.8% | +0.4% |
| 30D | -1.4% | +9.5% | -10.8% | -2.2% |
| 3M | +15.7% | +38.5% | -22.8% | +12.0% |
| 6M | +32.2% | +5.6% | +26.5% | +30.5% |
| YTD | +15.8% | +23.9% | -8.2% | +11.9% |
| 1Y | +27.3% | +32.1% | -4.9% | +21.5% |
| 3Y | +137.5% | +103.2% | +34.3% | +110.5% |
| 5Y | +73.1% | +79.7% | -6.7% | +56.7% |
| All | +73.1% | +75.0% | -2.0% | +56.7% |
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 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