+3,574.0%
FIX vs BTG
+167.1%
+3,406.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.9% | +0.1% |
| 7D | -13.9% | +13.0% | -26.9% | -15.3% |
| 30D | -35.5% | +1.1% | -36.7% | -35.7% |
| 3M | -33.9% | +5.3% | -39.3% | -34.5% |
| 6M | -43.3% | +1.1% | -44.4% | -43.8% |
| YTD | +18.7% | +19.2% | -0.5% | +15.0% |
| 1Y | +13.8% | +31.5% | -17.7% | +9.3% |
| 3Y | +495.0% | +94.3% | +400.7% | +443.9% |
| 5Y | +1,049.0% | +41.8% | +1,007.3% | +959.8% |
| All | +3,574.0% | +167.1% | +3,406.9% | +3,321.5% |
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