+620.4%
XYZ vs BTG
+167.1%
+453.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.2% |
| 7D | +12.6% | +13.0% | -0.4% | +10.3% |
| 30D | +10.8% | +1.1% | +9.7% | +10.4% |
| 3M | +8.4% | +5.3% | +3.0% | +7.1% |
| 6M | +14.3% | +1.1% | +13.3% | +13.0% |
| YTD | +31.5% | +19.2% | +12.3% | +24.8% |
| 1Y | +28.1% | +31.5% | -3.3% | +19.4% |
| 3Y | +66.2% | +94.3% | -28.1% | +40.2% |
| 5Y | -62.3% | +41.8% | -104.1% | -67.3% |
| All | +620.4% | +167.1% | +453.3% | +594.7% |
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