+691.8%
ECL vs BTG
+392.0%
+299.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.6% |
| 30D | -2.2% | +36.8% | -39.0% | -3.9% |
| 3M | +10.1% | +23.1% | -13.0% | +8.7% |
| 6M | -5.7% | +3.5% | -9.2% | -6.3% |
| YTD | +7.0% | +25.5% | -18.5% | +5.0% |
| 1Y | +2.7% | +40.1% | -37.4% | +0.1% |
| 3Y | +57.7% | +101.1% | -43.4% | +49.7% |
| 5Y | +31.1% | +70.6% | -39.5% | +24.9% |
| 10Y | +150.9% | +152.1% | -1.3% | +131.8% |
| All | +691.8% | +392.0% | +299.8% | +593.5% |
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