+46.5%
F vs BTG
+72.2%
-25.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.4% | -3.9% |
| 7D | +1.2% | +4.8% | -3.7% | +0.5% |
| 30D | +1.2% | +8.3% | -7.1% | 0.0% |
| 3M | -5.7% | +32.3% | -38.0% | -9.7% |
| 6M | +17.9% | +3.0% | +15.0% | +16.3% |
| YTD | +10.4% | +21.9% | -11.5% | +5.9% |
| 1Y | +25.3% | +28.2% | -2.8% | +18.4% |
| 3Y | +37.5% | +99.9% | -62.4% | +18.3% |
| 5Y | +46.5% | +73.6% | -27.0% | +28.5% |
| All | +46.5% | +72.2% | -25.7% | +28.5% |
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