+468.7%
BTSG vs FND
-55.8%
+524.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.6% | +3.8% |
| 7D | +5.7% | +0.4% | +5.4% | +5.6% |
| 30D | +0.2% | -23.6% | +23.8% | +4.8% |
| 3M | +5.6% | +4.3% | +1.3% | +3.7% |
| 6M | +50.8% | -20.3% | +71.1% | +54.8% |
| YTD | +67.0% | -21.3% | +88.4% | +70.3% |
| 1Y | +145.5% | -45.4% | +190.9% | +168.1% |
| All | +468.7% | -55.8% | +524.6% | +534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling