+62.3%
FDS vs BTG
+159.3%
-97.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -14.0% | -3.8% | -10.2% | -13.8% |
| 30D | -6.2% | +3.6% | -9.9% | -6.5% |
| 3M | +10.2% | +32.0% | -21.9% | +7.9% |
| 6M | +27.4% | +3.4% | +24.1% | +26.4% |
| YTD | -9.3% | +20.8% | -30.0% | -11.4% |
| 1Y | -28.6% | +22.4% | -51.1% | -30.7% |
| 3Y | -36.8% | +91.7% | -128.5% | -41.7% |
| 5Y | -28.6% | +79.0% | -107.6% | -34.5% |
| All | +62.3% | +159.3% | -97.0% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling