+463.5%
BTSG vs EME
+243.3%
+220.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | +2.9% | +2.7% | +0.2% | +2.0% |
| 30D | +0.9% | -6.8% | +7.7% | +3.2% |
| 3M | +1.6% | -8.8% | +10.5% | +4.1% |
| 6M | +46.8% | +5.0% | +41.8% | +43.0% |
| YTD | +65.5% | +23.5% | +42.0% | +52.9% |
| 1Y | +136.2% | +21.3% | +114.9% | +117.0% |
| All | +463.5% | +243.3% | +220.3% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling