-40.9%
XE vs BTG
+12.0%
-52.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.5% | -10.4% |
| 7D | -4.6% | +2.4% | -7.0% | -5.7% |
| 30D | -16.4% | +9.5% | -25.9% | -19.9% |
| 3M | -15.5% | +38.5% | -54.0% | -27.3% |
| All | -40.9% | +12.0% | -52.9% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling