+239.8%
RF vs BTG
+144.7%
+95.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.5% |
| 7D | +0.3% | +13.0% | -12.6% | -0.1% |
| 30D | +6.2% | +1.1% | +5.0% | +6.1% |
| 3M | -7.8% | +5.3% | -13.2% | -8.1% |
| 6M | +5.9% | +1.1% | +4.9% | +5.6% |
| YTD | +9.0% | +19.2% | -10.2% | +7.7% |
| 1Y | +19.3% | +31.5% | -12.2% | +17.3% |
| 3Y | +116.4% | +94.3% | +22.1% | +107.6% |
| 5Y | +46.0% | +41.8% | +4.3% | +40.4% |
| 10Y | +239.8% | +162.9% | +76.9% | +256.5% |
| All | +239.8% | +144.7% | +95.1% | +256.5% |
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