-15.6%
EFX vs BTSG
+53.7%
-69.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.0% |
| 7D | -7.8% | +5.7% | -13.6% | -7.8% |
| 30D | -5.7% | +0.2% | -5.9% | -5.7% |
| 3M | +2.5% | +5.6% | -3.1% | +2.0% |
| All | -15.6% | +53.7% | -69.3% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling