+44.3%
ECL vs BTSG
+406.1%
-361.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -2.6% | +2.7% | -5.3% | -2.8% |
| 30D | -2.2% | -3.6% | +1.5% | -1.9% |
| 3M | +10.1% | +5.8% | +4.3% | +9.1% |
| 6M | -5.7% | +44.7% | -50.5% | -9.2% |
| YTD | +7.0% | +62.2% | -55.2% | +1.9% |
| 1Y | +2.7% | +152.1% | -149.4% | -6.0% |
| All | +44.3% | +406.1% | -361.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling