+966.0%
EXEL vs BTG
+378.0%
+588.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | +1.4% | +4.8% | -3.4% | +1.1% |
| 30D | +6.7% | +8.3% | -1.7% | +6.2% |
| 3M | +11.5% | +32.3% | -20.8% | +9.6% |
| 6M | +38.8% | +3.0% | +35.8% | +37.9% |
| YTD | +31.6% | +21.9% | +9.7% | +29.4% |
| 1Y | +53.0% | +28.2% | +24.8% | +49.6% |
| 3Y | +160.8% | +99.9% | +60.9% | +146.7% |
| 5Y | +190.1% | +73.6% | +116.5% | +174.4% |
| 10Y | +367.0% | +136.5% | +230.4% | +322.6% |
| All | +966.0% | +378.0% | +588.0% | +730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling