-94.4%
BB vs BTG
+378.0%
-472.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | +0.5% | +4.8% | -4.3% | +0.1% |
| 30D | -12.4% | +8.3% | -20.7% | -13.0% |
| 3M | -15.3% | +32.3% | -47.6% | -17.5% |
| 6M | +128.8% | +3.0% | +125.8% | +126.7% |
| YTD | +107.7% | +21.9% | +85.7% | +102.3% |
| 1Y | +103.9% | +28.2% | +75.7% | +97.3% |
| 3Y | +72.6% | +99.9% | -27.3% | +60.3% |
| 5Y | -24.3% | +73.6% | -97.8% | -29.3% |
| 10Y | +3.1% | +136.5% | -133.4% | -8.0% |
| All | -94.4% | +378.0% | -472.4% | -94.9% |
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