+468.7%
BTSG vs FFIV
+110.9%
+357.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +5.7% | -1.5% | +7.3% | +6.3% |
| 30D | +0.2% | -2.7% | +2.9% | +0.9% |
| 3M | +5.6% | -1.7% | +7.3% | +5.5% |
| 6M | +50.8% | +36.1% | +14.7% | +30.4% |
| YTD | +67.0% | +52.6% | +14.4% | +37.2% |
| 1Y | +145.5% | +21.5% | +124.0% | +120.5% |
| All | +468.7% | +110.9% | +357.8% | +330.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling