+247.6%
DIA vs BTG
+159.3%
+88.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | -2.0% | +3.6% | -5.7% | -2.3% |
| 3M | +3.6% | +32.0% | -28.4% | +1.6% |
| 6M | +11.5% | +3.4% | +8.1% | +10.6% |
| YTD | +10.4% | +20.8% | -10.4% | +8.2% |
| 1Y | +15.6% | +22.4% | -6.8% | +12.9% |
| 3Y | +58.9% | +91.7% | -32.8% | +49.4% |
| 5Y | +65.3% | +79.0% | -13.6% | +55.2% |
| All | +247.6% | +159.3% | +88.3% | +228.9% |
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