+64.5%
XYZ vs BTG
+96.9%
-32.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -1.9% |
| 7D | +12.6% | +13.0% | -0.4% | +9.8% |
| 30D | +10.8% | +1.1% | +9.7% | +10.3% |
| 3M | +8.4% | +5.3% | +3.0% | +6.8% |
| 6M | +14.3% | +1.1% | +13.3% | +12.8% |
| YTD | +31.5% | +19.2% | +12.3% | +23.6% |
| 1Y | +28.1% | +31.5% | -3.3% | +17.8% |
| All | +64.5% | +96.9% | -32.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling