+46.2%
FE vs BTG
+72.2%
-26.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +0.6% | +4.8% | -4.2% | +0.2% |
| 30D | -2.1% | +8.3% | -10.5% | -2.9% |
| 3M | +2.6% | +32.3% | -29.7% | -0.4% |
| 6M | -6.8% | +3.0% | -9.7% | -7.7% |
| YTD | +6.9% | +21.9% | -15.0% | +3.3% |
| 1Y | +11.6% | +28.2% | -16.6% | +6.6% |
| 3Y | +47.7% | +99.9% | -52.2% | +30.7% |
| 5Y | +46.2% | +73.6% | -27.4% | +29.9% |
| All | +46.2% | +72.2% | -26.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling