-33.5%
EL vs BTG
+94.1%
-127.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -4.4% | -5.5% | +1.1% | -3.5% |
| 30D | +10.3% | +6.1% | +4.2% | +9.2% |
| 3M | +13.4% | +38.6% | -25.3% | +7.5% |
| 6M | +3.1% | +0.7% | +2.4% | +1.9% |
| YTD | -6.9% | +20.3% | -27.3% | -10.9% |
| 1Y | +11.9% | +25.0% | -13.1% | +5.9% |
| All | -33.5% | +94.1% | -127.6% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling