+518.8%
FIVE vs BTG
+160.5%
+358.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +17.4% | -1.1% | +18.5% | +17.3% |
| 3M | +7.0% | +2.5% | +4.5% | +6.3% |
| 6M | +20.5% | -3.1% | +23.5% | +19.8% |
| YTD | +33.1% | +16.3% | +16.8% | +28.2% |
| 1Y | +67.1% | +27.6% | +39.5% | +58.9% |
| 3Y | +41.9% | +89.5% | -47.6% | +26.2% |
| 5Y | +21.1% | +33.6% | -12.5% | +10.1% |
| 10Y | +518.8% | +178.2% | +340.6% | +438.4% |
| All | +518.8% | +160.5% | +358.3% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling