+199.3%
FTI vs BTG
+371.8%
-172.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.5% |
| 7D | -5.6% | -5.5% | -0.2% | -5.0% |
| 30D | +0.4% | +6.1% | -5.7% | -0.5% |
| 3M | +8.1% | +38.6% | -30.5% | +3.1% |
| 6M | +16.7% | +0.7% | +16.0% | +15.1% |
| YTD | +70.0% | +20.3% | +49.6% | +63.1% |
| 1Y | +85.4% | +25.0% | +60.4% | +76.1% |
| 3Y | +265.9% | +97.3% | +168.6% | +221.3% |
| 5Y | +1,072.7% | +78.3% | +994.4% | +934.4% |
| 10Y | +298.9% | +151.6% | +147.3% | +216.6% |
| All | +199.3% | +371.8% | -172.5% | +45.6% |
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