+297.3%
ESI vs BTG
+159.3%
+138.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.6% | -3.8% | -0.9% | -4.3% |
| 30D | -10.5% | +3.6% | -14.1% | -10.9% |
| 3M | -19.8% | +32.0% | -51.8% | -22.2% |
| 6M | +5.8% | +3.4% | +2.4% | +4.7% |
| YTD | +38.3% | +20.8% | +17.5% | +34.8% |
| 1Y | +31.5% | +22.4% | +9.1% | +27.6% |
| 3Y | +80.7% | +91.7% | -11.0% | +67.2% |
| 5Y | +69.4% | +79.0% | -9.6% | +56.4% |
| All | +297.3% | +159.3% | +138.0% | +263.8% |
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