+37.9%
EXC vs BTG
+392.0%
-354.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -3.7% | +36.8% | -40.6% | -5.4% |
| 3M | -1.3% | +23.1% | -24.4% | -2.6% |
| 6M | -9.7% | +3.5% | -13.2% | -10.3% |
| YTD | +2.9% | +25.5% | -22.6% | +0.9% |
| 1Y | +4.4% | +40.1% | -35.7% | +1.6% |
| 3Y | +22.2% | +101.1% | -78.9% | +15.7% |
| 5Y | +46.7% | +70.6% | -23.9% | +39.2% |
| 10Y | +155.3% | +152.1% | +3.2% | +135.1% |
| All | +37.9% | +392.0% | -354.1% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling