+12.3%
FN vs BTG
+29.7%
-17.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.9% |
| 7D | +3.5% | +4.8% | -1.3% | +2.1% |
| 30D | -26.0% | +8.3% | -34.3% | -27.6% |
| 3M | -33.3% | +32.3% | -65.6% | -38.5% |
| 6M | -14.9% | +3.0% | -17.9% | -17.4% |
| YTD | -8.6% | +21.9% | -30.5% | -16.0% |
| 1Y | +12.3% | +28.2% | -15.9% | -2.1% |
| All | +12.3% | +29.7% | -17.4% | -2.1% |
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