-80.8%
FIG vs BTG
+60.0%
-140.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | -12.2% | -5.8% | -6.4% | -11.9% |
| 30D | -11.0% | +5.7% | -16.7% | -11.2% |
| 3M | +11.9% | +38.1% | -26.3% | +8.7% |
| 6M | -21.9% | +0.3% | -22.2% | -21.7% |
| YTD | -40.8% | +19.9% | -60.7% | -42.5% |
| 1Y | -56.6% | +24.6% | -81.2% | -58.6% |
| All | -80.8% | +60.0% | -140.8% | -81.2% |
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 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