-99.9%
DFNS vs BTG
+74.4%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.5% |
| 7D | -3.3% | -5.8% | +2.5% | -3.4% |
| 30D | -73.1% | +5.7% | -78.8% | -73.1% |
| 3M | -71.4% | +38.1% | -109.5% | -71.4% |
| 6M | -93.8% | +0.3% | -94.2% | -93.9% |
| YTD | -98.0% | +19.9% | -117.9% | -98.0% |
| 1Y | -98.2% | +24.6% | -122.8% | -98.1% |
| 3Y | -99.9% | +96.6% | -196.5% | -99.9% |
| 5Y | -99.9% | +77.7% | -177.5% | -99.8% |
| All | -99.9% | +74.4% | -174.2% | -99.8% |
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