+93.9%
FN vs BTG
+82.1%
+11.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.1% |
| 7D | +0.3% | -9.1% | +9.3% | +2.7% |
| 30D | -16.5% | -1.6% | -14.9% | -16.2% |
| 3M | -42.1% | -2.8% | -39.3% | -41.8% |
| 6M | -52.9% | -7.6% | -45.3% | -52.5% |
| YTD | -28.0% | +10.2% | -38.2% | -31.2% |
| 1Y | -18.5% | +21.3% | -39.8% | -23.7% |
| 3Y | +93.9% | +82.7% | +11.2% | +58.7% |
| All | +93.9% | +82.1% | +11.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling