+44.3%
EXC vs BTSG
+504.1%
-459.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.3% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +9.0% | +13.7% | -4.7% | +9.0% |
| 3M | +3.3% | +18.0% | -14.7% | +3.3% |
| 6M | +5.7% | +32.2% | -26.5% | +5.5% |
| YTD | +7.3% | +93.6% | -86.2% | +6.9% |
| 1Y | +2.9% | +115.9% | -113.0% | +2.3% |
| All | +44.3% | +504.1% | -459.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling