+123.4%
FE vs BTG
+164.8%
-41.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.2% | -9.1% | +10.3% | +1.9% |
| 30D | +4.5% | -1.6% | +6.1% | +4.5% |
| 3M | +1.3% | -2.8% | +4.1% | +1.3% |
| 6M | +8.7% | -7.6% | +16.3% | +8.6% |
| YTD | +9.2% | +10.2% | -1.0% | +6.9% |
| 1Y | +7.0% | +21.3% | -14.3% | +3.7% |
| 3Y | +51.4% | +82.7% | -31.3% | +39.3% |
| 5Y | +47.7% | +30.8% | +16.9% | +38.0% |
| All | +123.4% | +164.8% | -41.4% | +95.3% |
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