+36.4%
EWZ vs BTSG
+154.4%
-118.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.5% |
| 6M | +7.4% | +50.8% | -43.3% | -2.3% |
| YTD | +22.7% | +67.0% | -44.4% | +10.0% |
| 1Y | +36.4% | +145.5% | -109.1% | +14.5% |
| All | +36.4% | +154.4% | -118.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling