+1,344.7%
EME vs BTG
+159.3%
+1,185.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +3.5% | -3.8% | +7.3% | +3.7% |
| 30D | -6.3% | +3.6% | -10.0% | -6.6% |
| 3M | -3.8% | +32.0% | -35.8% | -5.3% |
| 6M | +8.5% | +3.4% | +5.1% | +7.7% |
| YTD | +27.8% | +20.8% | +7.0% | +25.9% |
| 1Y | +22.2% | +22.4% | -0.2% | +20.2% |
| 3Y | +253.5% | +91.7% | +161.8% | +240.6% |
| 5Y | +578.6% | +79.0% | +499.6% | +555.2% |
| All | +1,344.7% | +159.3% | +1,185.4% | +1,366.0% |
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