+226.4%
ESI vs BTG
+180.9%
+45.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.8% |
| 7D | +5.4% | +4.8% | +0.6% | +4.9% |
| 30D | -4.2% | +8.3% | -12.5% | -5.0% |
| 3M | -9.6% | +32.3% | -41.9% | -12.6% |
| 6M | +18.3% | +3.0% | +15.4% | +17.1% |
| YTD | +45.8% | +21.9% | +23.9% | +41.6% |
| 1Y | +39.2% | +28.2% | +11.0% | +34.0% |
| 3Y | +86.3% | +99.9% | -13.6% | +69.7% |
| 5Y | +76.2% | +73.6% | +2.7% | +60.8% |
| 10Y | +306.8% | +136.5% | +170.2% | +243.7% |
| All | +226.4% | +180.9% | +45.5% | +142.9% |
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