+11.4%
FPS vs BTG
+13.6%
-2.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +3.8% |
| 7D | +10.4% | +4.8% | +5.6% | +8.9% |
| 30D | -16.5% | +8.3% | -24.9% | -18.6% |
| 3M | -45.5% | +32.3% | -77.8% | -50.4% |
| 6M | +2.1% | +3.0% | -0.9% | -0.2% |
| All | +11.4% | +13.6% | -2.2% | +4.0% |
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