+373.4%
F vs BTG
+400.0%
-26.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +0.3% |
| 7D | -0.6% | +19.1% | -19.7% | -1.7% |
| 30D | +2.9% | +8.2% | -5.3% | +2.3% |
| 3M | -9.5% | +13.3% | -22.8% | -10.3% |
| 6M | +4.0% | +8.1% | -4.1% | +3.1% |
| YTD | -1.3% | +27.5% | -28.8% | -3.5% |
| 1Y | -1.9% | +47.1% | -49.0% | -5.0% |
| 3Y | +53.5% | +105.8% | -52.3% | +44.4% |
| 5Y | -15.1% | +55.8% | -71.0% | -19.6% |
| 10Y | +81.0% | +161.8% | -80.8% | +63.9% |
| All | +373.4% | +400.0% | -26.5% | +312.9% |
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