+3,689.8%
FN vs BTG
+319.2%
+3,370.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -22.0% | +36.8% | -58.8% | -23.7% |
| 3M | -43.0% | +23.1% | -66.1% | -43.9% |
| 6M | -27.7% | +3.5% | -31.2% | -28.3% |
| YTD | -10.5% | +25.5% | -36.0% | -12.3% |
| 1Y | +12.5% | +40.1% | -27.6% | +9.5% |
| 3Y | +153.8% | +101.1% | +52.7% | +141.0% |
| 5Y | +288.0% | +70.6% | +217.4% | +268.9% |
| 10Y | +906.4% | +152.1% | +754.3% | +840.3% |
| All | +3,689.8% | +319.2% | +3,370.5% | +3,599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling