+39.3%
EXC vs BTSG
+421.3%
-382.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.7% |
| 7D | +1.2% | +5.7% | -4.5% | +1.2% |
| 30D | -2.7% | +0.2% | -2.9% | -2.7% |
| 3M | -1.0% | +5.6% | -6.6% | -1.1% |
| 6M | -9.3% | +50.8% | -60.1% | -9.5% |
| YTD | +3.6% | +67.0% | -63.4% | +3.2% |
| 1Y | +5.9% | +145.5% | -139.6% | +4.9% |
| All | +39.3% | +421.3% | -382.1% | +32.9% |
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