+428.2%
F vs BTG
+373.5%
+54.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -4.4% | -3.8% | -0.7% | -4.2% |
| 30D | +1.0% | +3.6% | -2.6% | +0.7% |
| 3M | -4.0% | +32.0% | -36.0% | -5.9% |
| 6M | +18.1% | +3.4% | +14.7% | +17.3% |
| YTD | +10.2% | +20.8% | -10.6% | +8.2% |
| 1Y | +24.3% | +22.4% | +1.9% | +21.7% |
| 3Y | +38.1% | +91.7% | -53.7% | +30.5% |
| 5Y | +50.2% | +79.0% | -28.8% | +41.7% |
| 10Y | +91.2% | +152.6% | -61.3% | +73.5% |
| All | +428.2% | +373.5% | +54.7% | +362.8% |
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 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