+1,115.5%
FLEX vs BTG
+159.3%
+956.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.1% |
| 7D | +5.7% | -3.8% | +9.5% | +6.3% |
| 30D | -7.0% | +3.6% | -10.7% | -7.7% |
| 3M | -23.8% | +32.0% | -55.8% | -27.7% |
| 6M | +82.6% | +3.4% | +79.3% | +79.7% |
| YTD | +91.6% | +20.8% | +70.8% | +83.6% |
| 1Y | +100.6% | +22.4% | +78.1% | +91.3% |
| 3Y | +479.8% | +91.7% | +388.1% | +410.7% |
| 5Y | +746.5% | +79.0% | +667.5% | +642.5% |
| All | +1,115.5% | +159.3% | +956.2% | +953.9% |
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