+33.1%
EWZ vs BTSG
+421.3%
-388.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.6% |
| 7D | +5.6% | +5.7% | -0.2% | +4.9% |
| 30D | +9.3% | +0.2% | +9.0% | +9.2% |
| 3M | +15.7% | +5.6% | +10.1% | +14.2% |
| 6M | +7.4% | +50.8% | -43.3% | +0.9% |
| YTD | +22.7% | +67.0% | -44.4% | +13.8% |
| 1Y | +36.4% | +145.5% | -109.1% | +20.8% |
| All | +33.1% | +421.3% | -388.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling