+50.3%
NDAQ vs BTG
+75.0%
-24.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -6.8% | -5.5% | -1.3% | -6.4% |
| 30D | -3.2% | +6.1% | -9.3% | -3.7% |
| 3M | +6.5% | +38.6% | -32.2% | +3.5% |
| 6M | +5.7% | +0.7% | +5.1% | +5.1% |
| YTD | -4.6% | +20.3% | -25.0% | -7.1% |
| 1Y | -1.6% | +25.0% | -26.6% | -5.1% |
| 3Y | +86.4% | +97.3% | -10.9% | +68.4% |
| 5Y | +50.3% | +78.3% | -28.0% | +36.2% |
| All | +50.3% | +75.0% | -24.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling