+26.5%
ECL vs BTG
+75.0%
-48.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -2.7% | +2.4% | -5.2% | -3.0% |
| 30D | -4.3% | +9.5% | -13.8% | -5.3% |
| 3M | +3.2% | +38.5% | -35.3% | -0.9% |
| 6M | -2.9% | +5.6% | -8.5% | -4.4% |
| YTD | +4.3% | +23.9% | -19.7% | +0.3% |
| 1Y | +1.6% | +32.1% | -30.5% | -3.6% |
| 3Y | +54.3% | +103.2% | -48.9% | +34.8% |
| 5Y | +26.5% | +79.7% | -53.2% | +10.6% |
| All | +26.5% | +75.0% | -48.6% | +10.6% |
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