+22.0%
FFIV vs BTG
+27.7%
-5.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | +1.6% | -5.5% | +7.1% | +1.9% |
| 30D | -3.7% | +6.1% | -9.9% | -4.1% |
| 3M | +2.0% | +38.6% | -36.7% | -0.3% |
| 6M | +39.3% | +0.7% | +38.6% | +40.2% |
| YTD | +56.1% | +20.3% | +35.8% | +56.1% |
| 1Y | +22.0% | +25.0% | -3.1% | +17.0% |
| All | +22.0% | +27.7% | -5.7% | +17.0% |
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