-68.6%
XYZ vs BTG
+72.2%
-140.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.4% |
| 7D | +2.9% | +4.8% | -2.0% | +1.5% |
| 30D | +1.4% | +8.3% | -7.0% | -1.0% |
| 3M | +14.6% | +32.3% | -17.7% | +4.7% |
| 6M | +20.8% | +3.0% | +17.8% | +17.5% |
| YTD | +23.1% | +21.9% | +1.1% | +12.2% |
| 1Y | +5.6% | +28.2% | -22.5% | -7.2% |
| 3Y | +50.9% | +99.9% | -49.0% | +6.4% |
| 5Y | -68.6% | +73.6% | -142.1% | -77.6% |
| All | -68.6% | +72.2% | -140.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling