+45.7%
EXC vs BTG
+75.0%
-29.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | -0.9% | +9.5% | -10.3% | -1.7% |
| 3M | -2.7% | +38.5% | -41.2% | -5.6% |
| 6M | -9.4% | +5.6% | -15.0% | -10.3% |
| YTD | +3.0% | +23.9% | -20.9% | -0.5% |
| 1Y | +5.1% | +32.1% | -27.0% | +0.2% |
| 3Y | +20.6% | +103.2% | -82.6% | +6.3% |
| 5Y | +45.7% | +79.7% | -34.0% | +27.7% |
| All | +45.7% | +75.0% | -29.3% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling