+35.0%
EXE vs BTSG
+382.3%
-347.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.7% |
| 7D | -2.2% | -5.8% | +3.6% | -1.8% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +10.0% | -4.5% | +14.5% | +9.5% |
| 6M | -6.3% | +40.0% | -46.3% | -10.9% |
| YTD | -10.7% | +54.6% | -65.2% | -16.3% |
| 1Y | +2.7% | +106.1% | -103.4% | -7.5% |
| All | +35.0% | +382.3% | -347.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling