+10.2%
EWZ vs BTSG
+459.6%
-449.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -24.5% | +5.3% | -29.8% | -25.1% |
| 3M | -10.7% | +10.8% | -21.5% | -12.0% |
| 6M | -19.1% | +27.3% | -46.4% | -22.2% |
| YTD | +1.6% | +79.3% | -77.7% | -6.7% |
| 1Y | +4.3% | +106.0% | -101.7% | -5.9% |
| All | +10.2% | +459.6% | -449.3% | -10.7% |
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