+433.9%
BTSG vs FND
-56.4%
+490.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -3.3% | -5.8% | +2.5% | -2.3% |
| 30D | -1.6% | -20.2% | +18.6% | +2.2% |
| 3M | -6.9% | -12.0% | +5.1% | -5.5% |
| 6M | +42.1% | -18.5% | +60.6% | +45.4% |
| YTD | +56.8% | -22.3% | +79.1% | +60.3% |
| 1Y | +109.8% | -47.6% | +157.5% | +131.2% |
| All | +433.9% | -56.4% | +490.3% | +497.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling