+24.2%
FFIV vs BTG
+38.4%
-14.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -5.1% | +36.8% | -41.9% | -6.8% |
| 3M | -4.5% | +23.1% | -27.6% | -5.3% |
| 6M | +36.5% | +3.5% | +33.0% | +37.3% |
| YTD | +53.0% | +25.5% | +27.5% | +52.5% |
| 1Y | +24.2% | +40.1% | -15.9% | +21.7% |
| All | +24.2% | +38.4% | -14.2% | +21.7% |
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