+593.7%
DVA vs BTG
+370.1%
+223.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -0.2% | -5.8% | +5.6% | 0.0% |
| 30D | +1.7% | +5.7% | -4.0% | +1.5% |
| 3M | -8.7% | +38.1% | -46.8% | -9.6% |
| 6M | +19.7% | +0.3% | +19.3% | +19.3% |
| YTD | +59.6% | +19.9% | +39.7% | +58.2% |
| 1Y | +37.1% | +24.6% | +12.5% | +35.6% |
| 3Y | +89.8% | +96.6% | -6.8% | +84.4% |
| 5Y | +47.4% | +77.7% | -30.3% | +43.3% |
| 10Y | +184.9% | +150.7% | +34.2% | +172.4% |
| All | +593.7% | +370.1% | +223.6% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling