+169.7%
EXE vs BTG
+31.3%
+138.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.1% | -3.8% | +0.6% | -2.6% |
| 30D | -0.9% | +3.6% | -4.6% | -1.7% |
| 3M | +9.6% | +32.0% | -22.5% | +4.1% |
| 6M | -11.6% | +3.4% | -15.0% | -13.3% |
| YTD | -12.6% | +20.8% | -33.3% | -18.0% |
| 1Y | +1.2% | +22.4% | -21.2% | -6.6% |
| 3Y | +18.0% | +91.7% | -73.7% | -6.4% |
| 5Y | +101.1% | +79.0% | +22.1% | +63.1% |
| All | +169.7% | +31.3% | +138.4% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling