+297.5%
FIVN vs BTG
+142.1%
+155.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -2.9% |
| 7D | -9.6% | +2.4% | -12.0% | -9.8% |
| 30D | -11.9% | +9.5% | -21.4% | -12.9% |
| 3M | +40.1% | +38.5% | +1.6% | +34.9% |
| 6M | +68.3% | +5.6% | +62.7% | +65.7% |
| YTD | +51.5% | +23.9% | +27.5% | +46.0% |
| 1Y | +15.1% | +32.1% | -17.0% | +9.7% |
| 3Y | -55.6% | +103.2% | -158.8% | -60.0% |
| 5Y | -82.4% | +79.7% | -162.2% | -84.1% |
| 10Y | +114.5% | +159.1% | -44.7% | +91.6% |
| All | +297.5% | +142.1% | +155.4% | +254.5% |
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 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