+932.1%
FLEX vs BTG
+332.2%
+600.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | +7.5% | -9.1% | +16.5% | +8.6% |
| 30D | -25.3% | -1.6% | -23.7% | -25.2% |
| 3M | -39.7% | -2.8% | -36.9% | -39.6% |
| 6M | -47.9% | -7.6% | -40.3% | -47.7% |
| YTD | +24.1% | +10.2% | +13.9% | +21.8% |
| 1Y | +26.0% | +21.3% | +4.7% | +22.5% |
| 3Y | +282.7% | +82.7% | +200.0% | +253.9% |
| 5Y | +424.2% | +30.8% | +393.4% | +393.6% |
| 10Y | +613.8% | +163.7% | +450.1% | +519.1% |
| All | +932.1% | +332.2% | +600.0% | +774.4% |
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