+54.1%
EFA vs BTSG
+416.6%
-362.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.5% | +2.9% | -3.4% | -0.8% |
| 30D | -1.3% | +0.9% | -2.2% | -1.5% |
| 3M | +5.2% | +1.6% | +3.6% | +4.5% |
| 6M | +9.4% | +46.8% | -37.4% | +3.3% |
| YTD | +12.7% | +65.5% | -52.8% | +4.8% |
| 1Y | +19.3% | +136.2% | -117.0% | +6.0% |
| All | +54.1% | +416.6% | -362.5% | +25.3% |
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