+10,825.9%
FIX vs BTG
+355.9%
+10,469.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +5.2% |
| 7D | +6.4% | +1.4% | +5.1% | +6.3% |
| 30D | -29.1% | -1.1% | -27.9% | -29.1% |
| 3M | -31.1% | +2.5% | -33.7% | -31.4% |
| 6M | -42.8% | -3.1% | -39.7% | -43.0% |
| YTD | +24.6% | +16.3% | +8.3% | +22.4% |
| 1Y | +21.9% | +27.6% | -5.7% | +19.0% |
| 3Y | +524.9% | +89.5% | +435.4% | +489.4% |
| 5Y | +1,092.2% | +33.6% | +1,058.6% | +1,037.8% |
| 10Y | +3,759.0% | +178.2% | +3,580.8% | +3,377.2% |
| All | +10,825.9% | +355.9% | +10,469.9% | +8,723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling