+30.3%
FE vs BTG
+375.3%
-345.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | 0.0% | +17.4% | -17.4% | -0.9% |
| 30D | +5.2% | +8.0% | -2.8% | +4.7% |
| 3M | 0.0% | +32.5% | -32.5% | -1.8% |
| 6M | +5.0% | +21.6% | -16.5% | +3.4% |
| YTD | +7.9% | +21.2% | -13.3% | +5.9% |
| 1Y | +6.3% | +43.9% | -37.5% | +3.3% |
| 3Y | +46.0% | +78.6% | -32.6% | +38.8% |
| 5Y | +45.6% | +48.8% | -3.2% | +38.8% |
| 10Y | +109.3% | +136.8% | -27.5% | +91.2% |
| All | +30.3% | +375.3% | -345.0% | +11.2% |
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