+6,034.5%
FIX vs BTG
+147.2%
+5,887.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | -3.5% | +9.5% | -13.0% | -4.5% |
| 3M | -11.8% | +38.5% | -50.3% | -15.2% |
| 6M | +17.8% | +5.6% | +12.1% | +16.0% |
| YTD | +73.3% | +23.9% | +49.4% | +67.8% |
| 1Y | +128.1% | +32.1% | +96.0% | +119.1% |
| 3Y | +772.7% | +103.2% | +669.5% | +698.2% |
| 5Y | +2,166.4% | +79.7% | +2,086.7% | +1,978.6% |
| 10Y | +6,034.5% | +159.1% | +5,875.3% | +5,611.5% |
| All | +6,034.5% | +147.2% | +5,887.2% | +5,611.5% |
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