+29.9%
FE vs BTG
+392.0%
-362.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -1.2% | +36.8% | -38.0% | -3.0% |
| 3M | +3.5% | +23.1% | -19.6% | +2.1% |
| 6M | -6.1% | +3.5% | -9.5% | -6.7% |
| YTD | +7.6% | +25.5% | -17.9% | +5.5% |
| 1Y | +11.9% | +40.1% | -28.2% | +8.8% |
| 3Y | +48.4% | +101.1% | -52.7% | +40.3% |
| 5Y | +44.8% | +70.6% | -25.8% | +37.2% |
| 10Y | +115.9% | +152.1% | -36.2% | +96.6% |
| All | +29.9% | +392.0% | -362.1% | +10.9% |
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 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