+36.6%
FFIV vs BTG
+24.4%
+12.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.2% | -0.9% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -28.1% | -0.8% | -27.3% | -28.1% |
| 3M | -20.0% | +31.8% | -51.9% | -21.8% |
| 6M | -0.1% | +20.4% | -20.5% | -1.6% |
| YTD | +29.2% | +14.7% | +14.4% | +29.7% |
| 1Y | +36.6% | +29.4% | +7.2% | +36.8% |
| All | +36.6% | +24.4% | +12.2% | +36.8% |
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 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