+463.5%
BTSG vs FIVE
+28.5%
+435.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | +0.9% | +5.0% | -4.1% | -0.2% |
| 3M | +1.6% | +29.5% | -27.9% | -3.5% |
| 6M | +46.8% | +12.4% | +34.4% | +42.8% |
| YTD | +65.5% | +31.2% | +34.3% | +56.9% |
| 1Y | +136.2% | +72.9% | +63.4% | +114.3% |
| All | +463.5% | +28.5% | +435.0% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling