-27.7%
FDS vs BTG
+74.4%
-102.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -5.6% |
| 7D | -16.0% | -5.8% | -10.2% | -15.7% |
| 30D | -6.7% | +5.7% | -12.4% | -7.0% |
| 3M | +6.0% | +38.1% | -32.2% | +3.9% |
| 6M | +25.1% | +0.3% | +24.8% | +24.5% |
| YTD | -8.1% | +19.9% | -28.0% | -10.1% |
| 1Y | -26.0% | +24.6% | -50.6% | -28.2% |
| 3Y | -36.4% | +96.6% | -133.0% | -41.8% |
| 5Y | -27.7% | +77.7% | -105.4% | -32.8% |
| All | -27.7% | +74.4% | -102.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling