+74.3%
F vs BTG
+144.7%
-70.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.1% |
| 7D | +1.0% | +13.0% | -12.0% | -0.2% |
| 30D | +2.1% | +1.1% | +1.0% | +1.9% |
| 3M | -10.3% | +5.3% | -15.6% | -10.9% |
| 6M | +3.3% | +1.1% | +2.2% | +2.5% |
| YTD | -2.0% | +19.2% | -21.2% | -4.6% |
| 1Y | -2.3% | +31.5% | -33.7% | -5.8% |
| 3Y | +49.9% | +94.3% | -44.4% | +37.4% |
| 5Y | -12.5% | +41.8% | -54.2% | -18.9% |
| 10Y | +74.3% | +162.9% | -88.7% | +58.6% |
| All | +74.3% | +144.7% | -70.5% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling