+10.9%
FE vs BTG
+29.1%
-18.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -1.2% | +9.5% | -10.7% | -1.5% |
| 3M | +1.7% | +38.5% | -36.8% | +0.3% |
| 6M | -7.5% | +5.6% | -13.1% | -8.1% |
| YTD | +6.3% | +23.9% | -17.6% | +4.7% |
| 1Y | +10.9% | +32.1% | -21.3% | +7.3% |
| All | +10.9% | +29.1% | -18.2% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling