+4,404.4%
DELL vs BTG
+159.3%
+4,245.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | -3.8% | +12.0% | +8.8% |
| 30D | +17.1% | +3.6% | +13.5% | +16.5% |
| 3M | +45.2% | +32.0% | +13.1% | +39.1% |
| 6M | +286.8% | +3.4% | +283.4% | +281.5% |
| YTD | +354.8% | +20.8% | +334.0% | +338.9% |
| 1Y | +358.3% | +22.4% | +335.8% | +339.9% |
| 3Y | +724.9% | +91.7% | +633.2% | +636.8% |
| 5Y | +1,193.7% | +79.0% | +1,114.7% | +1,051.3% |
| All | +4,404.4% | +159.3% | +4,245.2% | +4,022.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling