+498.0%
EFX vs BTG
+385.9%
+112.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.1% |
| 7D | -9.4% | +2.4% | -11.8% | -9.5% |
| 30D | -6.9% | +9.5% | -16.4% | -7.4% |
| 3M | +0.1% | +38.5% | -38.4% | -1.8% |
| 6M | -17.3% | +5.6% | -23.0% | -18.0% |
| YTD | -21.8% | +23.9% | -45.8% | -23.3% |
| 1Y | -32.5% | +32.1% | -64.7% | -34.1% |
| 3Y | -12.3% | +103.2% | -115.5% | -17.1% |
| 5Y | -36.6% | +79.7% | -116.3% | -40.0% |
| 10Y | +41.0% | +159.1% | -118.1% | +29.3% |
| All | +498.0% | +385.9% | +112.1% | +420.5% |
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 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