+155.2%
EXEL vs BTG
+94.8%
+60.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -4.9% | -3.8% | -1.1% | -4.7% |
| 30D | +11.4% | +3.6% | +7.8% | +11.2% |
| 3M | +4.9% | +32.0% | -27.1% | +3.3% |
| 6M | +34.4% | +3.4% | +31.1% | +33.1% |
| YTD | +28.0% | +20.8% | +7.3% | +26.6% |
| 1Y | +43.6% | +22.4% | +21.2% | +41.2% |
| 3Y | +155.2% | +91.7% | +63.5% | +146.0% |
| All | +155.2% | +94.8% | +60.4% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling