+235.5%
FFIV vs BTG
+158.3%
+77.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | +1.6% | -5.5% | +7.1% | +2.0% |
| 30D | -3.7% | +6.1% | -9.9% | -4.2% |
| 3M | +2.0% | +38.6% | -36.7% | -0.5% |
| 6M | +39.3% | +0.7% | +38.6% | +38.5% |
| YTD | +56.1% | +20.3% | +35.8% | +53.2% |
| 1Y | +22.0% | +25.0% | -3.1% | +19.0% |
| 3Y | +148.2% | +97.3% | +50.9% | +132.4% |
| 5Y | +96.3% | +78.3% | +18.0% | +84.0% |
| All | +235.5% | +158.3% | +77.2% | +227.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling