+363.0%
NDAQ vs BTG
+159.3%
+203.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -5.6% | -3.8% | -1.8% | -5.3% |
| 30D | -4.4% | +3.6% | -8.0% | -4.6% |
| 3M | +5.9% | +32.0% | -26.2% | +3.6% |
| 6M | +7.7% | +3.4% | +4.4% | +6.8% |
| YTD | -5.2% | +20.8% | -25.9% | -7.3% |
| 1Y | -3.4% | +22.4% | -25.8% | -6.0% |
| 3Y | +85.6% | +91.7% | -6.1% | +72.4% |
| 5Y | +49.5% | +79.0% | -29.5% | +38.2% |
| All | +363.0% | +159.3% | +203.8% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling