-29.7%
EFX vs BTSG
+389.4%
-419.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -4.5% | -3.3% | -1.3% | -4.2% |
| 30D | -6.1% | -1.6% | -4.5% | -6.0% |
| 3M | +6.2% | -6.9% | +13.1% | +6.3% |
| 6M | -11.2% | +42.1% | -53.3% | -18.3% |
| YTD | -21.4% | +56.8% | -78.2% | -29.0% |
| 1Y | -34.3% | +109.8% | -144.1% | -43.8% |
| All | -29.7% | +389.4% | -419.2% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling