-25.6%
EFX vs BTG
+38.4%
-64.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.3% |
| 7D | -8.6% | -0.9% | -7.8% | -8.6% |
| 30D | +0.1% | +36.8% | -36.7% | -2.4% |
| 3M | +3.8% | +23.1% | -19.3% | +2.0% |
| 6M | -13.5% | +3.5% | -17.0% | -14.5% |
| YTD | -17.7% | +25.5% | -43.2% | -19.5% |
| 1Y | -25.6% | +40.1% | -65.7% | -29.5% |
| All | -25.6% | +38.4% | -64.0% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling