+50.9%
XYZ vs BTG
+101.2%
-50.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.6% |
| 7D | +2.9% | +4.8% | -2.0% | +1.9% |
| 30D | +1.4% | +8.3% | -7.0% | -0.3% |
| 3M | +14.6% | +32.3% | -17.7% | +7.3% |
| 6M | +20.8% | +3.0% | +17.8% | +18.6% |
| YTD | +23.1% | +21.9% | +1.1% | +15.5% |
| 1Y | +5.6% | +28.2% | -22.5% | -3.7% |
| 3Y | +50.9% | +99.9% | -49.0% | +16.0% |
| All | +50.9% | +101.2% | -50.3% | +16.0% |
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