+24.2%
EXE vs BTSG
+493.4%
-469.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +5.3% | +6.0% | -0.7% | +4.9% |
| 30D | -2.2% | +12.4% | -14.6% | -2.9% |
| 3M | -5.9% | +18.2% | -24.1% | -7.0% |
| 6M | -5.7% | +26.0% | -31.7% | -8.2% |
| YTD | -17.8% | +90.1% | -108.0% | -24.0% |
| 1Y | -23.1% | +124.3% | -147.4% | -30.5% |
| All | +24.2% | +493.4% | -469.2% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling