+99.1%
FFIV vs BTG
+75.0%
+24.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.7% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | -1.3% | +9.5% | -10.8% | -2.3% |
| 3M | +2.4% | +38.5% | -36.1% | -1.8% |
| 6M | +41.8% | +5.6% | +36.2% | +39.9% |
| YTD | +58.5% | +23.9% | +34.6% | +52.9% |
| 1Y | +24.3% | +32.1% | -7.8% | +17.9% |
| 3Y | +152.0% | +103.2% | +48.8% | +118.7% |
| 5Y | +99.1% | +79.7% | +19.4% | +76.2% |
| All | +99.1% | +75.0% | +24.1% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling