+20.7%
XYZ vs BTG
+24.4%
-3.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +8.7% | +6.6% | +13.4% |
| 7D | +16.5% | -0.2% | +16.7% | +16.3% |
| 30D | +15.0% | -0.8% | +15.7% | +14.7% |
| 3M | +3.5% | +31.8% | -28.3% | -2.5% |
| 6M | +21.9% | +20.4% | +1.5% | +16.7% |
| YTD | +34.6% | +14.7% | +19.9% | +29.5% |
| 1Y | +20.7% | +29.4% | -8.6% | +10.1% |
| All | +20.7% | +24.4% | -3.6% | +10.1% |
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