+463.5%
BTSG vs EL
-21.5%
+485.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +2.9% | -2.4% | +5.2% | +3.1% |
| 30D | +0.9% | +13.7% | -12.8% | -0.8% |
| 3M | +1.6% | +14.5% | -12.9% | -0.2% |
| 6M | +46.8% | +7.4% | +39.4% | +44.5% |
| YTD | +65.5% | -4.7% | +70.2% | +63.7% |
| 1Y | +136.2% | +12.9% | +123.3% | +127.7% |
| All | +463.5% | -21.5% | +485.0% | +447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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