+94.9%
FFIV vs BTG
+82.1%
+12.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -0.5% | -9.1% | +8.5% | +0.1% |
| 30D | -32.4% | -1.6% | -30.8% | -32.4% |
| 3M | -25.7% | -2.8% | -22.9% | -25.7% |
| 6M | -13.5% | -7.6% | -5.9% | -13.1% |
| YTD | +21.1% | +10.2% | +10.9% | +19.2% |
| 1Y | +29.4% | +21.3% | +8.2% | +26.2% |
| 3Y | +94.9% | +82.7% | +12.2% | +75.5% |
| All | +94.9% | +82.1% | +12.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling