-28.2%
EW vs BTG
+74.4%
-102.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.0% |
| 7D | -3.4% | -5.8% | +2.4% | -2.7% |
| 30D | -7.4% | +5.7% | -13.1% | -8.0% |
| 3M | +0.9% | +38.1% | -37.2% | -3.2% |
| 6M | +1.2% | +0.3% | +0.8% | +0.3% |
| YTD | +1.8% | +19.9% | -18.1% | -1.9% |
| 1Y | +10.8% | +24.6% | -13.8% | +5.2% |
| 3Y | +17.1% | +96.6% | -79.4% | +0.5% |
| 5Y | -28.2% | +77.7% | -105.9% | -37.1% |
| All | -28.2% | +74.4% | -102.6% | -37.1% |
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