+39.7%
EFX vs BTG
+159.3%
-119.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.5% | -3.8% | -0.8% | -4.2% |
| 30D | -6.1% | +3.6% | -9.7% | -6.4% |
| 3M | +6.2% | +32.0% | -25.8% | +3.2% |
| 6M | -11.2% | +3.4% | -14.6% | -12.2% |
| YTD | -21.4% | +20.8% | -42.2% | -23.7% |
| 1Y | -34.3% | +22.4% | -56.7% | -36.5% |
| 3Y | -12.5% | +91.7% | -104.2% | -20.4% |
| 5Y | -35.6% | +79.0% | -114.6% | -41.5% |
| All | +39.7% | +159.3% | -119.6% | +21.9% |
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