+956.2%
FFIV vs BTG
+332.2%
+624.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| YTD | +21.1% | +10.2% | +10.9% | +19.6% |
| 1Y | +29.4% | +21.3% | +8.2% | +27.1% |
| 3Y | +94.9% | +82.7% | +12.2% | +85.6% |
| 5Y | +34.7% | +30.8% | +3.9% | +29.5% |
| 10Y | +119.0% | +163.7% | -44.7% | +101.0% |
| All | +956.2% | +332.2% | +624.0% | +928.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling