+110.7%
FIVN vs BTG
+159.3%
-48.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -7.8% | -3.8% | -4.1% | -7.3% |
| 30D | -1.7% | +3.6% | -5.4% | -2.4% |
| 3M | +47.2% | +32.0% | +15.2% | +41.1% |
| 6M | +82.7% | +3.4% | +79.4% | +79.6% |
| YTD | +52.9% | +20.8% | +32.1% | +46.1% |
| 1Y | +17.5% | +22.4% | -4.9% | +11.2% |
| 3Y | -55.8% | +91.7% | -147.5% | -61.4% |
| 5Y | -82.3% | +79.0% | -161.3% | -84.5% |
| All | +110.7% | +159.3% | -48.6% | +92.7% |
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