+179.3%
EXE vs BTG
+32.5%
+146.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.7% |
| 7D | -1.8% | +4.8% | -6.6% | -2.5% |
| 30D | +6.4% | +8.3% | -2.0% | +4.9% |
| 3M | +9.2% | +32.3% | -23.1% | +3.8% |
| 6M | -7.0% | +3.0% | -9.9% | -8.6% |
| YTD | -9.5% | +21.9% | -31.4% | -15.2% |
| 1Y | +6.2% | +28.2% | -21.9% | -2.9% |
| 3Y | +20.7% | +99.9% | -79.2% | -5.4% |
| 5Y | +103.6% | +73.6% | +30.1% | +65.9% |
| All | +179.3% | +32.5% | +146.7% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling