-30.1%
EFX vs BTSG
+382.3%
-412.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.9% |
| 7D | -11.1% | -5.8% | -5.4% | -10.4% |
| 30D | -7.4% | 0.0% | -7.4% | -7.5% |
| 3M | +1.5% | -4.5% | +6.0% | +1.1% |
| 6M | -13.7% | +40.0% | -53.7% | -20.4% |
| YTD | -21.9% | +54.6% | -76.4% | -29.3% |
| 1Y | -30.8% | +106.1% | -136.9% | -40.6% |
| All | -30.1% | +382.3% | -412.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling