+426.2%
BTSG vs EME
+240.6%
+185.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.4% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | 0.0% | -8.4% | +8.4% | +2.9% |
| 3M | -4.5% | -3.6% | -0.9% | -3.9% |
| 6M | +40.0% | +3.6% | +36.5% | +37.1% |
| YTD | +54.6% | +22.5% | +32.0% | +43.1% |
| 1Y | +106.1% | +18.2% | +87.9% | +90.9% |
| All | +426.2% | +240.6% | +185.6% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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