+18.4%
EW vs BTSG
+421.3%
-402.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.6% | -3.8% |
| 7D | -4.4% | +5.7% | -10.2% | -4.9% |
| 30D | -3.3% | +0.2% | -3.6% | -3.4% |
| 3M | +1.0% | +5.6% | -4.6% | 0.0% |
| 6M | +6.2% | +50.8% | -44.6% | +1.3% |
| YTD | +1.7% | +67.0% | -65.3% | -4.0% |
| 1Y | +8.1% | +145.5% | -137.4% | -1.6% |
| All | +18.4% | +421.3% | -402.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling