+22.3%
EL vs BTG
+24.4%
-2.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.7% | -2.4% | +4.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.4% |
| 30D | +20.1% | -0.8% | +20.9% | +19.8% |
| 3M | +29.3% | +31.8% | -2.6% | +22.7% |
| 6M | +38.8% | +20.4% | +18.3% | +32.3% |
| YTD | +8.1% | +14.7% | -6.6% | +2.1% |
| 1Y | +22.3% | +29.4% | -7.0% | +11.8% |
| All | +22.3% | +24.4% | -2.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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