-8.2%
EW vs BTG
+30.0%
-38.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +4.9% | -9.1% | +14.0% | +6.0% |
| 30D | +23.9% | -1.6% | +25.5% | +23.9% |
| 3M | +15.8% | -2.8% | +18.6% | +15.6% |
| 6M | +31.7% | -7.6% | +39.3% | +31.7% |
| YTD | +25.7% | +10.2% | +15.5% | +21.7% |
| 1Y | +24.4% | +21.3% | +3.2% | +18.8% |
| 3Y | +65.9% | +82.7% | -16.8% | +41.7% |
| All | -8.2% | +30.0% | -38.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling