+31.7%
EXC vs BTG
+83.9%
-52.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.2% |
| 7D | -1.9% | -5.9% | +3.9% | -1.7% |
| 30D | +7.8% | -5.0% | +12.8% | +7.9% |
| 3M | +1.9% | -4.5% | +6.3% | +1.9% |
| 6M | +3.4% | -7.0% | +10.4% | +3.5% |
| YTD | +7.6% | +11.4% | -3.8% | +5.8% |
| 1Y | +2.1% | +20.1% | -18.0% | -0.2% |
| All | +31.7% | +83.9% | -52.2% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling