-32.1%
FDS vs BTG
+99.9%
-132.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.4% |
| 7D | -8.8% | +2.4% | -11.2% | -8.8% |
| 30D | -1.4% | +9.5% | -10.9% | -1.6% |
| 3M | +13.9% | +38.5% | -24.6% | +12.9% |
| 6M | +27.4% | +5.6% | +21.7% | +26.8% |
| YTD | -2.5% | +23.9% | -26.4% | -3.7% |
| 1Y | -23.8% | +32.1% | -55.9% | -25.4% |
| All | -32.1% | +99.9% | -132.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling