-75.0%
FRSH vs BTG
+80.0%
-155.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -6.6% | -3.8% | -2.8% | -6.3% |
| 30D | +2.1% | +3.6% | -1.5% | +1.7% |
| 3M | +29.0% | +32.0% | -3.1% | +25.1% |
| 6M | +48.6% | +3.4% | +45.3% | +47.2% |
| YTD | -2.9% | +20.8% | -23.7% | -6.8% |
| 1Y | -7.9% | +22.4% | -30.3% | -12.6% |
| 3Y | -46.5% | +91.7% | -138.2% | -54.4% |
| All | -75.0% | +80.0% | -155.0% | -79.8% |
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