+577.0%
FDS vs BTG
+332.2%
+244.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +1.5% | -9.1% | +10.5% | +1.8% |
| 30D | +14.8% | -1.6% | +16.4% | +14.8% |
| 3M | +16.3% | -2.8% | +19.1% | +16.2% |
| 6M | +66.2% | -7.6% | +73.8% | +66.1% |
| YTD | +16.2% | +10.2% | +6.0% | +14.8% |
| 1Y | +21.8% | +21.3% | +0.6% | +19.8% |
| 3Y | -23.9% | +82.7% | -106.6% | -27.2% |
| 5Y | -23.1% | +30.8% | -53.9% | -25.8% |
| 10Y | +128.7% | +163.7% | -35.0% | +112.7% |
| All | +577.0% | +332.2% | +244.9% | +442.7% |
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 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