+32.3%
DTE vs BTG
+78.0%
-45.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -2.6% | -3.8% | +1.2% | -2.2% |
| 30D | -4.4% | +3.6% | -8.0% | -4.8% |
| 3M | -8.3% | +32.0% | -40.4% | -11.3% |
| 6M | -8.1% | +3.4% | -11.4% | -9.1% |
| YTD | +4.4% | +20.8% | -16.4% | +0.7% |
| 1Y | +0.2% | +22.4% | -22.2% | -4.1% |
| 3Y | +42.6% | +91.7% | -49.1% | +25.7% |
| All | +32.3% | +78.0% | -45.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling