+24.2%
FIX vs BTG
+17.5%
+6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +9.4% | -9.1% | +18.5% | +11.7% |
| 30D | -27.8% | -1.6% | -26.2% | -27.6% |
| 3M | -35.6% | -2.8% | -32.7% | -35.4% |
| 6M | -45.2% | -7.6% | -37.6% | -44.4% |
| YTD | +19.5% | +10.2% | +9.2% | +10.1% |
| 1Y | +24.2% | +21.3% | +3.0% | +6.2% |
| All | +24.2% | +17.5% | +6.7% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling