+368.8%
F vs BTG
+355.9%
+12.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +3.3% | -1.1% | +4.5% | +3.3% |
| 3M | -11.3% | +2.5% | -13.9% | -11.6% |
| 6M | +5.3% | -3.1% | +8.4% | +5.1% |
| YTD | -2.2% | +16.3% | -18.5% | -3.9% |
| 1Y | -3.5% | +27.6% | -31.2% | -5.7% |
| 3Y | +49.5% | +89.5% | -40.0% | +41.4% |
| 5Y | -13.5% | +33.6% | -47.1% | -17.3% |
| 10Y | +69.0% | +178.2% | -109.2% | +52.9% |
| All | +368.8% | +355.9% | +12.9% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling