+173.5%
FN vs BTG
+47.1%
+126.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.2% | +11.2% |
| 7D | 0.0% | +17.4% | -17.4% | -3.7% |
| 30D | -34.3% | +8.0% | -42.3% | -35.4% |
| 3M | -39.9% | +32.5% | -72.4% | -43.6% |
| 6M | -51.8% | +21.6% | -73.4% | -54.3% |
| YTD | -28.1% | +21.2% | -49.4% | -32.4% |
| 1Y | -29.1% | +43.9% | -73.0% | -35.2% |
| 3Y | +102.4% | +78.6% | +23.8% | +71.0% |
| All | +173.5% | +47.1% | +126.4% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling