+452.1%
BTSG vs FIVE
+31.2%
+420.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.1% |
| 7D | +2.7% | +4.3% | -1.6% | +1.8% |
| 30D | -3.6% | +12.5% | -16.1% | -6.0% |
| 3M | +5.8% | +31.2% | -25.4% | +0.2% |
| 6M | +44.7% | +14.4% | +30.4% | +40.3% |
| YTD | +62.2% | +33.9% | +28.3% | +53.1% |
| 1Y | +152.1% | +65.1% | +87.0% | +129.8% |
| All | +452.1% | +31.2% | +420.9% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling