+117.9%
BTSG vs FND
-10.3%
+128.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -0.9% |
| 7D | +17.4% | +12.3% | +5.1% | +15.9% |
| 30D | +12.6% | +14.7% | -2.2% | +10.8% |
| 3M | +11.2% | -12.0% | +23.2% | +13.4% |
| 6M | +30.4% | +10.8% | +19.6% | +27.1% |
| YTD | +86.4% | -12.3% | +98.7% | +78.5% |
| 1Y | +117.9% | -13.4% | +131.3% | +108.7% |
| All | +117.9% | -10.3% | +128.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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