+3.7%
F vs BTG
+24.4%
-20.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +1.6% |
| 7D | +6.0% | -0.2% | +6.2% | +5.9% |
| 30D | +4.3% | -0.8% | +5.1% | +4.1% |
| 3M | -10.1% | +31.8% | -41.9% | -14.2% |
| 6M | +12.8% | +20.4% | -7.7% | +8.9% |
| YTD | -0.1% | +14.7% | -14.8% | -2.9% |
| 1Y | +3.7% | +29.4% | -25.7% | -2.8% |
| All | +3.7% | +24.4% | -20.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling