+549.5%
BTSG vs FFIV
+72.0%
+477.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +8.5% | +1.9% | +6.6% | +8.0% |
| 30D | +14.0% | -33.3% | +47.3% | +26.1% |
| 3M | +19.7% | -24.9% | +44.6% | +26.7% |
| 6M | +28.7% | -10.5% | +39.3% | +26.1% |
| YTD | +90.8% | +24.4% | +66.3% | +61.3% |
| 1Y | +112.4% | +32.3% | +80.1% | +74.8% |
| All | +549.5% | +72.0% | +477.6% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling