+117.9%
BTSG vs EXEL
+92.4%
+25.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +17.4% | +9.8% | +7.6% | +13.6% |
| 30D | +12.6% | +23.6% | -11.0% | +4.8% |
| 3M | +11.2% | +29.9% | -18.7% | +1.6% |
| 6M | +30.4% | +64.7% | -34.3% | +12.6% |
| YTD | +86.4% | +66.0% | +20.4% | +58.5% |
| 1Y | +117.9% | +92.0% | +26.0% | +74.8% |
| All | +117.9% | +92.4% | +25.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling