+3.6%
EXE vs BTSG
+152.4%
-148.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.2% |
| 30D | +8.5% | -3.6% | +12.1% | +8.3% |
| 3M | +5.5% | +5.8% | -0.3% | +4.6% |
| 6M | -5.9% | +44.7% | -50.6% | -8.5% |
| YTD | -9.7% | +62.2% | -71.9% | -13.1% |
| 1Y | +3.6% | +152.1% | -148.5% | -4.0% |
| All | +3.6% | +152.4% | -148.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling