+48.5%
FND vs BTG
+176.5%
-128.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.8% | +2.4% | -3.2% | -1.1% |
| 30D | -19.6% | +9.5% | -29.1% | -20.6% |
| 3M | -4.3% | +38.5% | -42.8% | -9.0% |
| 6M | -20.4% | +5.6% | -26.1% | -21.8% |
| YTD | -21.9% | +23.9% | -45.8% | -25.1% |
| 1Y | -45.2% | +32.1% | -77.3% | -48.1% |
| 3Y | -49.2% | +103.2% | -152.4% | -55.6% |
| 5Y | -61.8% | +79.7% | -141.5% | -66.5% |
| All | +48.5% | +176.5% | -128.1% | +35.7% |
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 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