+324.1%
RF vs BTG
+400.0%
-75.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +2.0% |
| 7D | -0.1% | +19.1% | -19.2% | -0.9% |
| 30D | +7.0% | +8.2% | -1.2% | +6.6% |
| 3M | -7.0% | +13.3% | -20.4% | -7.6% |
| 6M | +6.8% | +8.1% | -1.3% | +6.1% |
| YTD | +9.9% | +27.5% | -17.6% | +8.2% |
| 1Y | +21.1% | +47.1% | -26.0% | +18.5% |
| 3Y | +119.6% | +105.8% | +13.8% | +110.0% |
| 5Y | +46.2% | +55.8% | -9.6% | +40.5% |
| 10Y | +261.5% | +161.8% | +99.7% | +235.4% |
| All | +324.1% | +400.0% | -75.8% | +250.1% |
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