+779.1%
ECL vs BTG
+332.2%
+447.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +2.9% | -9.1% | +11.9% | +3.3% |
| 30D | +7.5% | -1.6% | +9.1% | +7.5% |
| 3M | +12.2% | -2.8% | +15.1% | +12.2% |
| 6M | +24.6% | -7.6% | +32.2% | +24.5% |
| YTD | +18.8% | +10.2% | +8.5% | +17.3% |
| 1Y | +19.3% | +21.3% | -1.9% | +17.2% |
| 3Y | +78.2% | +82.7% | -4.5% | +69.9% |
| 5Y | +38.8% | +30.8% | +8.0% | +33.7% |
| 10Y | +197.8% | +163.7% | +34.1% | +175.5% |
| All | +779.1% | +332.2% | +447.0% | +674.1% |
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