+67.8%
EMR vs BTSG
+389.4%
-321.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | -0.4% | -3.3% | +2.9% | +0.3% |
| 30D | -6.8% | -1.6% | -5.2% | -6.6% |
| 3M | +7.5% | -6.9% | +14.4% | +8.1% |
| 6M | +9.9% | +42.1% | -32.2% | 0.0% |
| YTD | +16.0% | +56.8% | -40.9% | +3.1% |
| 1Y | +12.4% | +109.8% | -97.4% | -6.4% |
| All | +67.8% | +389.4% | -321.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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