-69.0%
EL vs BTG
+75.0%
-143.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.8% |
| 7D | -4.4% | -5.5% | +1.1% | -3.3% |
| 30D | +10.3% | +6.1% | +4.2% | +9.0% |
| 3M | +13.4% | +38.6% | -25.3% | +6.1% |
| 6M | +3.1% | +0.7% | +2.4% | +1.6% |
| YTD | -6.9% | +20.3% | -27.3% | -12.0% |
| 1Y | +11.9% | +25.0% | -13.1% | +4.2% |
| 3Y | -33.8% | +97.3% | -131.1% | -45.7% |
| 5Y | -69.0% | +78.3% | -147.3% | -73.8% |
| All | -69.0% | +75.0% | -143.9% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling