+2,185.6%
FIX vs BTG
+72.2%
+2,113.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.9% |
| 7D | +6.1% | +4.8% | +1.2% | +5.0% |
| 30D | -2.7% | +8.3% | -11.0% | -4.4% |
| 3M | -10.9% | +32.3% | -43.2% | -16.6% |
| 6M | +29.0% | +3.0% | +26.0% | +26.2% |
| YTD | +76.9% | +21.9% | +55.0% | +66.5% |
| 1Y | +130.7% | +28.2% | +102.6% | +113.7% |
| 3Y | +790.7% | +99.9% | +690.8% | +633.5% |
| 5Y | +2,185.6% | +73.6% | +2,112.0% | +1,829.6% |
| All | +2,185.6% | +72.2% | +2,113.4% | +1,829.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling