-80.3%
FIG vs BTG
+62.7%
-143.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -5.5% |
| 7D | -16.4% | +4.8% | -21.2% | -16.6% |
| 30D | -2.3% | +8.3% | -10.7% | -2.8% |
| 3M | +7.8% | +32.3% | -24.5% | +5.4% |
| 6M | -21.8% | +3.0% | -24.8% | -21.9% |
| YTD | -39.1% | +21.9% | -61.0% | -41.0% |
| 1Y | -56.6% | +28.2% | -84.8% | -58.6% |
| All | -80.3% | +62.7% | -143.0% | -80.8% |
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