+9,470.2%
FIX vs BTG
+375.3%
+9,094.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +5.3% |
| 7D | -17.5% | +17.4% | -34.8% | -18.6% |
| 30D | -41.6% | +8.0% | -49.6% | -42.0% |
| 3M | -40.6% | +32.5% | -73.1% | -42.0% |
| 6M | -49.4% | +21.6% | -70.9% | -50.3% |
| YTD | +9.2% | +21.2% | -12.1% | +6.9% |
| 1Y | +6.5% | +43.9% | -37.4% | +3.1% |
| 3Y | +448.7% | +78.6% | +370.1% | +418.9% |
| 5Y | +948.7% | +48.8% | +899.9% | +894.7% |
| 10Y | +3,659.7% | +136.8% | +3,522.9% | +3,310.9% |
| All | +9,470.2% | +375.3% | +9,094.9% | +7,605.5% |
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 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