+1,985.3%
EW vs BTG
+332.2%
+1,653.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +4.9% | -9.1% | +14.0% | +5.4% |
| 30D | +23.9% | -1.6% | +25.5% | +24.0% |
| 3M | +15.8% | -2.8% | +18.6% | +15.7% |
| 6M | +31.7% | -7.6% | +39.3% | +31.6% |
| YTD | +25.7% | +10.2% | +15.5% | +24.1% |
| 1Y | +24.4% | +21.3% | +3.2% | +22.3% |
| 3Y | +65.9% | +82.7% | -16.8% | +58.2% |
| 5Y | -7.6% | +30.8% | -38.4% | -11.0% |
| 10Y | +253.2% | +163.7% | +89.5% | +227.0% |
| All | +1,985.3% | +332.2% | +1,653.1% | +1,703.3% |
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