-28.7%
EFX vs BTSG
+421.3%
-450.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.5% |
| 7D | -7.8% | +5.7% | -13.6% | -8.6% |
| 30D | -5.7% | +0.2% | -5.9% | -5.9% |
| 3M | +2.5% | +5.6% | -3.1% | +0.7% |
| 6M | -16.7% | +50.8% | -67.5% | -23.9% |
| YTD | -20.2% | +67.0% | -87.2% | -28.5% |
| 1Y | -31.4% | +145.5% | -176.9% | -42.8% |
| All | -28.7% | +421.3% | -450.0% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling