+76.5%
FTV vs BTG
+159.3%
-82.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -4.0% | -3.8% | -0.2% | -3.7% |
| 30D | -11.0% | +3.6% | -14.7% | -11.2% |
| 3M | -8.4% | +32.0% | -40.4% | -10.1% |
| 6M | -2.6% | +3.4% | -5.9% | -3.2% |
| YTD | -0.6% | +20.8% | -21.4% | -2.3% |
| 1Y | +11.0% | +22.4% | -11.5% | +8.7% |
| 3Y | -6.3% | +91.7% | -98.1% | -11.3% |
| 5Y | -1.5% | +79.0% | -80.5% | -6.8% |
| All | +76.5% | +159.3% | -82.8% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling