+3,553.2%
FIX vs BTG
+164.8%
+3,388.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +9.4% | -9.1% | +18.5% | +10.6% |
| 30D | -27.8% | -1.6% | -26.2% | -27.8% |
| 3M | -35.6% | -2.8% | -32.7% | -35.5% |
| 6M | -45.2% | -7.6% | -37.6% | -45.2% |
| YTD | +19.5% | +10.2% | +9.2% | +16.8% |
| 1Y | +24.2% | +21.3% | +3.0% | +20.4% |
| 3Y | +494.2% | +82.7% | +411.5% | +447.3% |
| 5Y | +1,036.1% | +30.8% | +1,005.3% | +957.1% |
| All | +3,553.2% | +164.8% | +3,388.4% | +3,328.5% |
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 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