+24.2%
FLEX vs BTG
+22.2%
+2.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | +0.2% |
| 7D | +17.1% | -5.9% | +23.0% | +19.4% |
| 30D | -29.5% | -5.0% | -24.6% | -28.4% |
| 3M | -37.3% | -4.5% | -32.8% | -36.6% |
| 6M | -44.1% | -7.0% | -37.1% | -42.5% |
| YTD | +29.3% | +11.4% | +17.9% | +19.8% |
| 1Y | +24.2% | +20.1% | +4.0% | +10.6% |
| All | +24.2% | +22.2% | +2.0% | +10.6% |
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 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