+45.3%
ED vs BTSG
+505.2%
-459.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | +4.0% | -5.0% | -0.8% |
| 30D | +11.2% | +15.3% | -4.1% | +11.7% |
| 3M | +11.8% | +25.4% | -13.7% | +12.7% |
| 6M | +14.1% | +31.9% | -17.8% | +15.4% |
| YTD | +23.0% | +93.9% | -70.9% | +26.0% |
| 1Y | +23.7% | +114.2% | -90.5% | +27.1% |
| All | +45.3% | +505.2% | -459.9% | +47.7% |
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 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