+85.2%
F vs BTG
+158.3%
-73.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.5% |
| 7D | -3.7% | -5.5% | +1.8% | -3.2% |
| 30D | -0.7% | +6.1% | -6.8% | -1.3% |
| 3M | -1.9% | +38.6% | -40.5% | -5.1% |
| 6M | +16.1% | +0.7% | +15.4% | +15.2% |
| YTD | +9.5% | +20.3% | -10.9% | +6.7% |
| 1Y | +27.2% | +25.0% | +2.2% | +23.2% |
| 3Y | +36.3% | +97.3% | -61.0% | +25.5% |
| 5Y | +49.3% | +78.3% | -29.1% | +37.4% |
| All | +85.2% | +158.3% | -73.1% | +70.2% |
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 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