+476.0%
EL vs BTG
+392.0%
+84.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +19.8% | +36.8% | -17.0% | +17.3% |
| 3M | +25.7% | +23.1% | +2.6% | +23.7% |
| 6M | +5.4% | +3.5% | +2.0% | +4.7% |
| YTD | +0.2% | +25.5% | -25.3% | -1.9% |
| 1Y | +20.4% | +40.1% | -19.7% | +17.0% |
| 3Y | -32.1% | +101.1% | -133.2% | -36.0% |
| 5Y | -67.2% | +70.6% | -137.8% | -68.9% |
| 10Y | +31.7% | +152.1% | -120.4% | +19.9% |
| All | +476.0% | +392.0% | +84.0% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling