+1,036.2%
FTI vs BTG
+78.0%
+958.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.4% | -3.8% | -0.6% | -3.8% |
| 30D | +1.5% | +3.6% | -2.2% | +0.7% |
| 3M | +8.2% | +32.0% | -23.8% | +2.2% |
| 6M | +18.8% | +3.4% | +15.5% | +16.5% |
| YTD | +71.7% | +20.8% | +50.9% | +61.5% |
| 1Y | +90.0% | +22.4% | +67.6% | +76.3% |
| 3Y | +270.5% | +91.7% | +178.8% | +195.6% |
| All | +1,036.2% | +78.0% | +958.2% | +857.1% |
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