+87.5%
ES vs BTG
+147.2%
-59.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | -1.0% | +9.5% | -10.5% | -2.0% |
| 3M | +1.5% | +38.5% | -37.0% | -2.1% |
| 6M | -3.5% | +5.6% | -9.1% | -4.8% |
| YTD | +7.0% | +23.9% | -16.9% | +3.4% |
| 1Y | +15.3% | +32.1% | -16.8% | +10.3% |
| 3Y | +30.2% | +103.2% | -73.0% | +17.5% |
| 5Y | -4.3% | +79.7% | -84.0% | -13.6% |
| 10Y | +87.5% | +159.1% | -71.7% | +59.0% |
| All | +87.5% | +147.2% | -59.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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