+57.3%
FIVE vs BTG
+101.2%
-43.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | +3.7% | +4.8% | -1.1% | +3.0% |
| 30D | +4.0% | +8.3% | -4.4% | +2.8% |
| 3M | +36.2% | +32.3% | +3.9% | +31.0% |
| 6M | +18.0% | +3.0% | +15.1% | +16.3% |
| YTD | +34.9% | +21.9% | +13.0% | +28.7% |
| 1Y | +67.9% | +28.2% | +39.7% | +58.2% |
| 3Y | +57.3% | +99.9% | -42.6% | +36.9% |
| All | +57.3% | +101.2% | -43.9% | +36.9% |
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