-31.5%
FLR vs BTG
+385.9%
-417.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.4% |
| 7D | -3.1% | +2.4% | -5.5% | -3.4% |
| 30D | +4.9% | +9.5% | -4.5% | +3.6% |
| 3M | +10.8% | +38.5% | -27.7% | +6.4% |
| 6M | +19.7% | +5.6% | +14.0% | +17.7% |
| YTD | +38.4% | +23.9% | +14.4% | +33.1% |
| 1Y | +34.7% | +32.1% | +2.6% | +28.2% |
| 3Y | +56.7% | +103.2% | -46.5% | +39.9% |
| 5Y | +241.6% | +79.7% | +161.9% | +206.8% |
| 10Y | +20.2% | +159.1% | -138.9% | -0.9% |
| All | -31.5% | +385.9% | -417.4% | -49.3% |
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 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