+75.9%
DE vs BTG
+94.8%
-18.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | -3.8% | +1.2% | -2.3% |
| 30D | +9.0% | +3.6% | +5.4% | +8.6% |
| 3M | +19.1% | +32.0% | -12.9% | +16.3% |
| 6M | +14.4% | +3.4% | +11.0% | +13.2% |
| YTD | +45.9% | +20.8% | +25.2% | +42.4% |
| 1Y | +43.6% | +22.4% | +21.2% | +39.4% |
| 3Y | +75.9% | +91.7% | -15.8% | +62.8% |
| All | +75.9% | +94.8% | -18.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling