+38.2%
EOG vs BTSG
+382.3%
-344.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.4% |
| 7D | +1.0% | -5.8% | +6.8% | +1.1% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +5.9% | -4.5% | +10.4% | +5.5% |
| 6M | +17.1% | +40.0% | -22.9% | +13.6% |
| YTD | +43.9% | +54.6% | -10.6% | +38.5% |
| 1Y | +26.9% | +106.1% | -79.2% | +18.8% |
| All | +38.2% | +382.3% | -344.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling