-35.7%
U vs BTG
-3.5%
-32.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +5.5% | -3.8% | +9.3% | +6.6% |
| 30D | -1.3% | +3.6% | -4.9% | -2.6% |
| 3M | +64.6% | +32.0% | +32.6% | +50.4% |
| 6M | +119.4% | +3.4% | +116.0% | +112.5% |
| YTD | -0.5% | +20.8% | -21.3% | -7.7% |
| 1Y | +1.3% | +22.4% | -21.1% | -8.4% |
| 3Y | +15.6% | +91.7% | -76.1% | -11.0% |
| 5Y | -67.5% | +79.0% | -146.5% | -75.3% |
| All | -35.7% | -3.5% | -32.2% | -42.6% |
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