+84.1%
EMR vs BTSG
+493.4%
-409.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +2.8% | +6.0% | -3.2% | +1.6% |
| 30D | +3.7% | +12.4% | -8.7% | +1.0% |
| 3M | +2.0% | +18.2% | -16.2% | -1.9% |
| 6M | +22.1% | +26.0% | -3.9% | +14.7% |
| YTD | +27.2% | +90.1% | -62.9% | +8.3% |
| 1Y | +32.0% | +124.3% | -92.3% | +8.4% |
| All | +84.1% | +493.4% | -409.3% | +26.1% |
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