+1.2%
EXE vs BTSG
+113.2%
-112.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.0% |
| 7D | -3.1% | -3.3% | +0.1% | -3.3% |
| 30D | -0.9% | -1.6% | +0.7% | -1.0% |
| 3M | +9.6% | -6.9% | +16.5% | +8.7% |
| 6M | -11.6% | +42.1% | -53.7% | -14.1% |
| YTD | -12.6% | +56.8% | -69.4% | -15.8% |
| 1Y | +1.2% | +109.8% | -108.6% | -6.7% |
| All | +1.2% | +113.2% | -112.0% | -6.7% |
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