-6.1%
F vs BTG
+17.5%
-23.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.1% | -9.1% | +6.0% | -1.8% |
| 30D | 0.0% | -1.6% | +1.6% | 0.0% |
| 3M | -13.2% | -2.8% | -10.4% | -13.3% |
| 6M | -10.2% | -7.6% | -2.6% | -9.8% |
| YTD | -4.9% | +10.2% | -15.2% | -7.2% |
| 1Y | -6.1% | +21.3% | -27.3% | -11.3% |
| All | -6.1% | +17.5% | -23.6% | -11.3% |
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