+426.2%
BTSG vs EFV
+77.1%
+349.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.3% |
| 7D | -5.8% | -2.0% | -3.8% | -3.9% |
| 30D | 0.0% | -0.2% | +0.2% | +0.1% |
| 3M | -4.5% | +9.1% | -13.6% | -11.9% |
| 6M | +40.0% | +11.7% | +28.3% | +25.9% |
| YTD | +54.6% | +17.0% | +37.5% | +31.9% |
| 1Y | +106.1% | +26.7% | +79.4% | +62.3% |
| All | +426.2% | +77.1% | +349.1% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling