-45.9%
RUN vs BTG
+38.4%
-84.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +1.3% | -0.9% | +2.1% | +1.5% |
| 30D | -15.3% | +36.8% | -52.1% | -26.3% |
| 3M | -40.0% | +23.1% | -63.1% | -45.6% |
| 6M | -27.0% | +3.5% | -30.4% | -29.7% |
| YTD | -51.7% | +25.5% | -77.2% | -55.9% |
| 1Y | -45.9% | +40.1% | -86.0% | -55.8% |
| All | -45.9% | +38.4% | -84.3% | -55.8% |
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