-15.1%
F vs BTG
+56.5%
-71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | -0.1% |
| 7D | -0.6% | +19.1% | -19.7% | -3.1% |
| 30D | +2.9% | +8.2% | -5.3% | +1.5% |
| 3M | -9.5% | +13.3% | -22.8% | -11.4% |
| 6M | +4.0% | +8.1% | -4.1% | +1.9% |
| YTD | -1.3% | +27.5% | -28.8% | -6.4% |
| 1Y | -1.9% | +47.1% | -49.0% | -9.0% |
| 3Y | +53.5% | +105.8% | -52.3% | +30.3% |
| 5Y | -15.1% | +55.8% | -71.0% | -25.8% |
| All | -15.1% | +56.5% | -71.7% | -25.8% |
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 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