+270.5%
FTI vs BTG
+94.8%
+175.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -4.4% | -3.8% | -0.6% | -4.0% |
| 30D | +1.5% | +3.6% | -2.2% | +1.0% |
| 3M | +8.2% | +32.0% | -23.8% | +4.8% |
| 6M | +18.8% | +3.4% | +15.5% | +17.8% |
| YTD | +71.7% | +20.8% | +50.9% | +66.1% |
| 1Y | +90.0% | +22.4% | +67.6% | +82.2% |
| 3Y | +270.5% | +91.7% | +178.8% | +223.0% |
| All | +270.5% | +94.8% | +175.7% | +223.0% |
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