+433.9%
BTSG vs FTV
-1.5%
+435.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | -3.3% | -4.0% | +0.7% | -1.4% |
| 30D | -1.6% | -11.0% | +9.4% | +3.9% |
| 3M | -6.9% | -8.4% | +1.5% | -3.2% |
| 6M | +42.1% | -2.6% | +44.7% | +42.8% |
| YTD | +56.8% | -0.6% | +57.4% | +54.8% |
| 1Y | +109.8% | +11.0% | +98.9% | +93.8% |
| All | +433.9% | -1.5% | +435.4% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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