+136.2%
BTSG vs FFIV
+26.5%
+109.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.9% |
| 7D | +2.9% | +3.5% | -0.6% | +2.0% |
| 30D | +0.9% | -1.3% | +2.2% | +1.1% |
| 3M | +1.6% | +2.4% | -0.8% | +0.5% |
| 6M | +46.8% | +41.8% | +5.0% | +26.8% |
| YTD | +65.5% | +58.5% | +7.0% | +36.4% |
| 1Y | +136.2% | +24.3% | +111.9% | +109.5% |
| All | +136.2% | +26.5% | +109.7% | +109.5% |
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