+794.1%
FN vs BTG
+144.7%
+649.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.8% | -4.0% |
| 7D | -4.1% | +13.0% | -17.1% | -5.4% |
| 30D | -28.3% | +1.1% | -29.5% | -28.4% |
| 3M | -33.9% | +5.3% | -39.2% | -34.3% |
| 6M | -43.9% | +1.1% | -45.0% | -44.3% |
| YTD | -23.4% | +19.2% | -42.7% | -25.5% |
| 1Y | -25.4% | +31.5% | -56.9% | -27.9% |
| 3Y | +107.9% | +94.3% | +13.6% | +92.7% |
| 5Y | +195.1% | +41.8% | +153.3% | +174.8% |
| 10Y | +794.1% | +162.9% | +631.2% | +787.4% |
| All | +794.1% | +144.7% | +649.4% | +787.4% |
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