+555.9%
XYZ vs BTG
+507.9%
+47.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -2.2% | +1.4% | -3.5% | -2.4% |
| 30D | +11.6% | -1.1% | +12.7% | +11.7% |
| 3M | +8.4% | +2.5% | +5.9% | +7.8% |
| 6M | +17.2% | -3.1% | +20.2% | +16.7% |
| YTD | +31.7% | +16.3% | +15.4% | +27.1% |
| 1Y | +30.1% | +27.6% | +2.4% | +23.9% |
| 3Y | +66.4% | +89.5% | -23.1% | +47.3% |
| 5Y | -62.2% | +33.6% | -95.7% | -65.8% |
| 10Y | +621.5% | +178.2% | +443.3% | +593.7% |
| All | +555.9% | +507.9% | +47.9% | +519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling