+42.7%
ECL vs BTSG
+389.4%
-346.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.9% |
| 30D | -0.8% | -1.6% | +0.8% | -0.7% |
| 3M | +5.0% | -6.9% | +11.9% | +5.2% |
| 6M | +0.2% | +42.1% | -41.9% | -3.4% |
| YTD | +5.8% | +56.8% | -51.0% | +1.0% |
| 1Y | +1.5% | +109.8% | -108.3% | -5.6% |
| All | +42.7% | +389.4% | -346.7% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling