+407.6%
ES vs BTG
+392.0%
+15.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -2.0% | +36.8% | -38.8% | -3.7% |
| 3M | +1.7% | +23.1% | -21.4% | +0.3% |
| 6M | -3.5% | +3.5% | -7.0% | -4.2% |
| YTD | +7.9% | +25.5% | -17.6% | +5.9% |
| 1Y | +17.2% | +40.1% | -22.9% | +14.1% |
| 3Y | +29.3% | +101.1% | -71.8% | +22.8% |
| 5Y | -5.7% | +70.6% | -76.3% | -10.3% |
| 10Y | +85.2% | +152.1% | -66.9% | +71.2% |
| All | +407.6% | +392.0% | +15.6% | +374.2% |
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