-53.9%
RUN vs BTG
+24.4%
-78.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.5% | -2.7% |
| 7D | +18.5% | -0.2% | +18.7% | +18.2% |
| 30D | +15.5% | -0.8% | +16.3% | +15.2% |
| 3M | -20.3% | +31.8% | -52.1% | -31.4% |
| 6M | -30.8% | +20.4% | -51.2% | -38.1% |
| YTD | -52.2% | +14.7% | -67.0% | -56.0% |
| 1Y | -53.9% | +29.4% | -83.2% | -59.5% |
| All | -53.9% | +24.4% | -78.3% | -59.5% |
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 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