+38.1%
EOG vs BTSG
+389.4%
-351.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | +1.5% | -3.3% | +4.8% | +1.5% |
| 30D | +2.9% | -1.6% | +4.5% | +3.0% |
| 3M | +8.7% | -6.9% | +15.6% | +8.5% |
| 6M | +12.9% | +42.1% | -29.2% | +9.5% |
| YTD | +43.8% | +56.8% | -13.0% | +38.3% |
| 1Y | +27.1% | +109.8% | -82.8% | +18.9% |
| All | +38.1% | +389.4% | -351.3% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling