+13.5%
ED vs BTSG
+30.9%
-17.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -1.7% | +8.5% | -10.2% | -1.5% |
| 30D | +10.7% | +14.0% | -3.4% | +11.0% |
| 3M | +11.6% | +19.7% | -8.1% | +12.0% |
| 6M | +13.5% | +28.7% | -15.2% | +15.9% |
| All | +13.5% | +30.9% | -17.4% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling