+36.2%
EOG vs BTSG
+421.3%
-385.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.1% |
| 7D | -2.0% | +5.7% | -7.8% | -2.1% |
| 30D | +7.9% | +0.2% | +7.7% | +7.9% |
| 3M | +4.5% | +5.6% | -1.2% | +3.8% |
| 6M | +12.3% | +50.8% | -38.5% | +8.9% |
| YTD | +41.9% | +67.0% | -25.2% | +36.3% |
| 1Y | +27.8% | +145.5% | -117.7% | +18.5% |
| All | +36.2% | +421.3% | -385.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling