-14.6%
XE vs BTG
+30.7%
-45.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +9.4% |
| 7D | +4.0% | +4.8% | -0.8% | +1.3% |
| 30D | -15.5% | +8.3% | -23.8% | -19.7% |
| 3M | -14.6% | +32.3% | -46.9% | -29.6% |
| All | -14.6% | +30.7% | -45.3% | -29.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling