+890.0%
FN vs BTG
+139.8%
+750.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.5% |
| 7D | +3.5% | +4.8% | -1.3% | +3.0% |
| 30D | -26.0% | +8.3% | -34.3% | -26.6% |
| 3M | -33.3% | +32.3% | -65.6% | -35.4% |
| 6M | -14.9% | +3.0% | -17.9% | -15.9% |
| YTD | -8.6% | +21.9% | -30.5% | -11.2% |
| 1Y | +12.3% | +28.2% | -15.9% | +8.5% |
| 3Y | +174.4% | +99.9% | +74.5% | +153.4% |
| 5Y | +296.4% | +73.6% | +222.9% | +266.5% |
| 10Y | +890.0% | +136.5% | +753.5% | +857.4% |
| All | +890.0% | +139.8% | +750.2% | +857.4% |
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 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