+23.1%
ECL vs BTSG
+111.7%
-88.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +7.7% | +17.4% | -9.7% | +6.4% |
| 30D | +13.7% | +12.6% | +1.1% | +12.6% |
| 3M | +11.6% | +11.2% | +0.4% | +10.5% |
| 6M | +23.9% | +30.4% | -6.5% | +19.9% |
| YTD | +21.0% | +86.4% | -65.4% | +11.8% |
| 1Y | +23.1% | +117.9% | -94.8% | +9.0% |
| All | +23.1% | +111.7% | -88.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling