+47.7%
FE vs BTG
+101.2%
-53.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +0.6% | +4.8% | -4.2% | +0.3% |
| 30D | -2.1% | +8.3% | -10.5% | -2.7% |
| 3M | +2.6% | +32.3% | -29.7% | +0.4% |
| 6M | -6.8% | +3.0% | -9.7% | -7.5% |
| YTD | +6.9% | +21.9% | -15.0% | +4.1% |
| 1Y | +11.6% | +28.2% | -16.6% | +7.6% |
| 3Y | +47.7% | +99.9% | -52.2% | +30.8% |
| All | +47.7% | +101.2% | -53.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling