+12.7%
ES vs BTG
+27.2%
-14.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.8% |
| 7D | -3.5% | -5.8% | +2.3% | -3.1% |
| 30D | -3.0% | +5.7% | -8.7% | -3.5% |
| 3M | -0.3% | +38.1% | -38.4% | -3.2% |
| 6M | -5.2% | +0.3% | -5.5% | -5.6% |
| YTD | +4.8% | +19.9% | -15.1% | +1.3% |
| 1Y | +12.7% | +24.6% | -11.9% | -1.4% |
| All | +12.7% | +27.2% | -14.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling