+547.4%
BTSG vs ESI
+50.3%
+497.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.0% | +5.5% | +0.5% | +4.4% |
| 30D | +12.4% | -7.8% | +20.2% | +14.7% |
| 3M | +18.2% | -15.0% | +33.2% | +23.2% |
| 6M | +26.0% | -24.9% | +50.9% | +35.2% |
| YTD | +90.1% | +33.2% | +56.9% | +69.3% |
| 1Y | +124.3% | +24.9% | +99.3% | +102.9% |
| All | +547.4% | +50.3% | +497.0% | +452.3% |
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