+165.6%
EFV vs BTG
+159.3%
+6.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.8% | -3.8% | +2.9% | -0.4% |
| 30D | +0.6% | +3.6% | -3.0% | +0.2% |
| 3M | +7.5% | +32.0% | -24.5% | +4.1% |
| 6M | +13.0% | +3.4% | +9.7% | +11.7% |
| YTD | +18.3% | +20.8% | -2.5% | +14.7% |
| 1Y | +26.7% | +22.4% | +4.3% | +22.2% |
| 3Y | +89.6% | +91.7% | -2.1% | +72.3% |
| 5Y | +98.2% | +79.0% | +19.2% | +79.8% |
| All | +165.6% | +159.3% | +6.3% | +135.1% |
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