+463.5%
BTSG vs EXEL
+161.6%
+302.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +0.9% | +10.1% | -9.3% | -1.1% |
| 3M | +1.6% | +10.1% | -8.5% | +0.1% |
| 6M | +46.8% | +37.7% | +9.1% | +39.3% |
| YTD | +65.5% | +33.1% | +32.4% | +57.6% |
| 1Y | +136.2% | +52.4% | +83.9% | +120.5% |
| All | +463.5% | +161.6% | +302.0% | +415.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling