+433.9%
BTSG vs ESI
+56.1%
+377.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -3.3% | -4.6% | +1.3% | -1.8% |
| 30D | -1.6% | -10.5% | +8.9% | +1.7% |
| 3M | -6.9% | -19.8% | +12.9% | -1.2% |
| 6M | +42.1% | +5.8% | +36.3% | +37.2% |
| YTD | +56.8% | +38.3% | +18.5% | +39.1% |
| 1Y | +109.8% | +31.5% | +78.3% | +88.0% |
| All | +433.9% | +56.1% | +377.8% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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