+58.0%
FIVN vs BTG
+24.4%
+33.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | +0.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +5.8% | -0.8% | +6.5% | +5.7% |
| 3M | +22.0% | +31.8% | -9.8% | +16.2% |
| 6M | +55.7% | +20.4% | +35.3% | +48.9% |
| YTD | +81.3% | +14.7% | +66.6% | +64.6% |
| 1Y | +58.0% | +29.4% | +28.6% | +34.5% |
| All | +58.0% | +24.4% | +33.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling