-6.7%
EFX vs BTSG
+111.7%
-118.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.2% | +17.4% | -8.2% | +7.7% |
| 30D | +34.8% | +12.6% | +22.2% | +33.3% |
| 3M | +8.8% | +11.2% | -2.4% | +7.6% |
| 6M | +12.3% | +30.4% | -18.1% | +6.4% |
| YTD | -10.6% | +86.4% | -97.0% | -22.6% |
| 1Y | -6.7% | +117.9% | -124.7% | -23.8% |
| All | -6.7% | +111.7% | -118.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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