+121.2%
EEM vs BTG
+385.9%
-264.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +1.7% |
| 30D | +5.1% | +9.5% | -4.4% | +4.1% |
| 3M | +4.6% | +38.5% | -33.9% | +1.0% |
| 6M | +17.8% | +5.6% | +12.1% | +16.4% |
| YTD | +25.8% | +23.9% | +1.9% | +22.2% |
| 1Y | +36.4% | +32.1% | +4.3% | +31.3% |
| 3Y | +90.0% | +103.2% | -13.2% | +73.8% |
| 5Y | +46.6% | +79.7% | -33.2% | +34.3% |
| 10Y | +132.3% | +159.1% | -26.9% | +98.7% |
| All | +121.2% | +385.9% | -264.7% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling