+16.8%
FLR vs BTG
+159.3%
-142.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.5% | -3.8% | +0.3% | -2.9% |
| 30D | +4.2% | +3.6% | +0.5% | +3.4% |
| 3M | +8.1% | +32.0% | -23.9% | +3.1% |
| 6M | +21.5% | +3.4% | +18.2% | +19.1% |
| YTD | +36.8% | +20.8% | +16.0% | +30.2% |
| 1Y | +31.2% | +22.4% | +8.8% | +24.2% |
| 3Y | +53.9% | +91.7% | -37.8% | +33.8% |
| 5Y | +243.0% | +79.0% | +164.0% | +199.0% |
| All | +16.8% | +159.3% | -142.5% | +1.0% |
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