+105.0%
ED vs BTG
+158.3%
-53.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.9% | -5.5% | +3.6% | -1.6% |
| 30D | +0.1% | +6.1% | -6.0% | -0.3% |
| 3M | 0.0% | +38.6% | -38.6% | -2.2% |
| 6M | -2.5% | +0.7% | -3.2% | -3.0% |
| YTD | +10.1% | +20.3% | -10.2% | +7.9% |
| 1Y | +13.6% | +25.0% | -11.5% | +10.6% |
| 3Y | +32.4% | +97.3% | -64.9% | +23.4% |
| 5Y | +69.9% | +78.3% | -8.5% | +58.2% |
| All | +105.0% | +158.3% | -53.3% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling