+1,003.0%
BE vs BTG
+169.5%
+833.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.5% |
| 7D | +9.0% | -3.8% | +12.8% | +10.4% |
| 30D | +16.3% | +3.6% | +12.6% | +14.6% |
| 3M | +10.8% | +32.0% | -21.2% | -1.0% |
| 6M | +73.2% | +3.4% | +69.8% | +66.7% |
| YTD | +217.4% | +20.8% | +196.6% | +187.8% |
| 1Y | +309.8% | +22.4% | +287.4% | +267.3% |
| 3Y | +1,726.2% | +91.7% | +1,634.4% | +1,244.0% |
| 5Y | +1,306.2% | +79.0% | +1,227.2% | +940.1% |
| All | +1,003.0% | +169.5% | +833.5% | +742.3% |
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