+168.8%
EFV vs BTG
+385.9%
-217.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | -0.5% | +2.4% | -2.9% | -0.7% |
| 30D | 0.0% | +9.5% | -9.5% | -0.8% |
| 3M | +8.4% | +38.5% | -30.1% | +5.3% |
| 6M | +12.3% | +5.6% | +6.7% | +11.1% |
| YTD | +17.4% | +23.9% | -6.5% | +14.3% |
| 1Y | +27.1% | +32.1% | -5.0% | +22.8% |
| 3Y | +90.7% | +103.2% | -12.5% | +76.2% |
| 5Y | +95.6% | +79.7% | +15.9% | +80.9% |
| 10Y | +165.3% | +159.1% | +6.2% | +131.0% |
| All | +168.8% | +385.9% | -217.1% | +79.1% |
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 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