+346.0%
RF vs BTG
+392.0%
-46.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | -3.6% | +36.8% | -40.4% | -4.9% |
| 3M | +8.1% | +23.1% | -15.0% | +7.0% |
| 6M | +11.5% | +3.5% | +8.0% | +10.9% |
| YTD | +15.6% | +25.5% | -9.9% | +13.9% |
| 1Y | +15.7% | +40.1% | -24.4% | +13.2% |
| 3Y | +86.9% | +101.1% | -14.2% | +79.0% |
| 5Y | +89.8% | +70.6% | +19.2% | +81.9% |
| 10Y | +344.7% | +152.1% | +192.6% | +312.7% |
| All | +346.0% | +392.0% | -46.0% | +268.7% |
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 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