+152.1%
BTSG vs FFIV
+25.9%
+126.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | -3.6% | -5.1% | +1.4% | -2.5% |
| 3M | +5.8% | -4.5% | +10.3% | +6.8% |
| 6M | +44.7% | +36.5% | +8.3% | +25.9% |
| YTD | +62.2% | +53.0% | +9.2% | +34.1% |
| 1Y | +152.1% | +24.2% | +127.9% | +119.4% |
| All | +152.1% | +25.9% | +126.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling