+514.5%
FDS vs BTG
+392.0%
+122.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.9% |
| 30D | +9.0% | +36.8% | -27.8% | +7.5% |
| 3M | +18.9% | +23.1% | -4.2% | +17.6% |
| 6M | +35.1% | +3.5% | +31.7% | +34.4% |
| YTD | +5.5% | +25.5% | -20.0% | +3.8% |
| 1Y | -16.8% | +40.1% | -56.9% | -18.7% |
| 3Y | -28.1% | +101.1% | -129.2% | -31.4% |
| 5Y | -17.4% | +70.6% | -88.0% | -21.1% |
| 10Y | +85.4% | +152.1% | -66.7% | +72.5% |
| All | +514.5% | +392.0% | +122.5% | +390.6% |
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