+105.4%
EXE vs BTG
+75.0%
+30.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | -2.2% | -5.5% | +3.3% | -1.4% |
| 30D | -0.8% | +6.1% | -6.9% | -1.9% |
| 3M | +10.0% | +38.6% | -28.6% | +3.7% |
| 6M | -6.3% | +0.7% | -7.0% | -7.6% |
| YTD | -10.7% | +20.3% | -31.0% | -16.4% |
| 1Y | +2.7% | +25.0% | -22.4% | -6.0% |
| 3Y | +19.1% | +97.3% | -78.2% | -7.9% |
| 5Y | +105.4% | +78.3% | +27.1% | +67.0% |
| All | +105.4% | +75.0% | +30.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling