+46.6%
EXC vs BTSG
+493.4%
-446.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | +6.0% | -4.7% | +1.4% |
| 30D | +8.6% | +12.4% | -3.8% | +8.6% |
| 3M | +2.4% | +18.2% | -15.8% | +2.4% |
| 6M | +6.5% | +26.0% | -19.6% | +6.3% |
| YTD | +9.0% | +90.1% | -81.1% | +8.6% |
| 1Y | +4.6% | +124.3% | -119.7% | +3.9% |
| All | +46.6% | +493.4% | -446.8% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling