+24.4%
EL vs BTG
+159.3%
-134.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.5% | -3.8% | -2.7% | -6.1% |
| 30D | +11.1% | +3.6% | +7.5% | +10.7% |
| 3M | +10.7% | +32.0% | -21.3% | +7.4% |
| 6M | +6.9% | +3.4% | +3.5% | +5.7% |
| YTD | -6.3% | +20.8% | -27.1% | -8.9% |
| 1Y | +13.5% | +22.4% | -8.9% | +9.9% |
| 3Y | -33.1% | +91.7% | -124.8% | -38.5% |
| 5Y | -68.8% | +79.0% | -147.7% | -71.2% |
| All | +24.4% | +159.3% | -134.9% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling