-21.7%
FN vs BTG
+40.3%
-62.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.7% | +10.3% |
| 7D | +16.3% | +19.1% | -2.8% | +10.2% |
| 30D | -24.7% | +8.2% | -32.9% | -26.4% |
| 3M | -34.9% | +13.3% | -48.3% | -37.3% |
| 6M | -41.1% | +8.1% | -49.2% | -42.9% |
| YTD | -19.6% | +27.5% | -47.1% | -30.7% |
| All | -21.7% | +40.3% | -62.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling