+409.9%
ES vs BTG
+355.9%
+54.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.4% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +6.7% | -1.1% | +7.9% | +6.7% |
| 3M | +0.3% | +2.5% | -2.2% | 0.0% |
| 6M | +7.4% | -3.1% | +10.5% | +7.1% |
| YTD | +8.4% | +16.3% | -7.9% | +6.7% |
| 1Y | +0.6% | +27.6% | -27.0% | -1.5% |
| 3Y | +50.6% | +89.5% | -38.9% | +43.3% |
| 5Y | +4.8% | +33.6% | -28.8% | +0.7% |
| 10Y | +93.1% | +178.2% | -85.1% | +78.2% |
| All | +409.9% | +355.9% | +54.0% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling