+336.7%
RF vs BTG
+139.8%
+196.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +2.5% |
| 30D | -3.4% | +8.3% | -11.7% | -3.6% |
| 3M | +6.4% | +32.3% | -25.9% | +5.2% |
| 6M | +13.4% | +3.0% | +10.5% | +13.0% |
| YTD | +14.2% | +21.9% | -7.7% | +13.0% |
| 1Y | +15.7% | +28.2% | -12.5% | +14.0% |
| 3Y | +91.3% | +99.9% | -8.6% | +84.2% |
| 5Y | +89.8% | +73.6% | +16.2% | +82.7% |
| 10Y | +336.7% | +136.5% | +200.2% | +350.2% |
| All | +336.7% | +139.8% | +196.9% | +350.2% |
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