-1.9%
FTV vs BTG
+75.0%
-76.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -5.2% | -5.5% | +0.3% | -4.6% |
| 30D | -11.5% | +6.1% | -17.6% | -12.2% |
| 3M | -9.0% | +38.6% | -47.7% | -12.7% |
| 6M | -2.0% | +0.7% | -2.7% | -2.9% |
| YTD | -0.9% | +20.3% | -21.3% | -4.4% |
| 1Y | +14.8% | +25.0% | -10.2% | +9.5% |
| 3Y | -5.5% | +97.3% | -102.8% | -17.3% |
| 5Y | -1.9% | +78.3% | -80.2% | -14.7% |
| All | -1.9% | +75.0% | -76.8% | -14.7% |
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