+464.3%
FLEX vs BTG
+99.9%
+364.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +6.4% | +2.4% | +3.9% | +5.7% |
| 30D | -5.9% | +9.5% | -15.4% | -7.9% |
| 3M | -23.5% | +38.5% | -62.0% | -29.7% |
| 6M | +83.7% | +5.6% | +78.1% | +77.8% |
| YTD | +86.5% | +23.9% | +62.6% | +74.5% |
| 1Y | +100.5% | +32.1% | +68.4% | +85.2% |
| All | +464.3% | +99.9% | +364.4% | +377.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling