+57.9%
EXEL vs BTG
+38.4%
+19.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +8.4% | -0.9% | +9.3% | +8.4% |
| 30D | +4.1% | +36.8% | -32.8% | +1.5% |
| 3M | +12.4% | +23.1% | -10.7% | +9.9% |
| 6M | +41.5% | +3.5% | +38.1% | +39.1% |
| YTD | +34.6% | +25.5% | +9.1% | +33.0% |
| 1Y | +57.9% | +40.1% | +17.8% | +52.0% |
| All | +57.9% | +38.4% | +19.5% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling