+32.1%
ES vs BTG
+101.2%
-69.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +1.4% | +4.8% | -3.4% | +1.0% |
| 30D | -1.2% | +8.3% | -9.5% | -2.0% |
| 3M | +5.0% | +32.3% | -27.3% | +1.8% |
| 6M | -2.8% | +3.0% | -5.8% | -3.8% |
| YTD | +8.6% | +21.9% | -13.3% | +4.9% |
| 1Y | +18.9% | +28.2% | -9.2% | +13.3% |
| 3Y | +32.1% | +99.9% | -67.8% | +13.7% |
| All | +32.1% | +101.2% | -69.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling