+120.8%
BTSG vs RVTY
+46.5%
+74.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | +2.9% | -5.4% | +8.3% | +4.4% |
| 30D | +0.9% | +6.7% | -5.9% | -1.1% |
| 3M | +1.6% | +19.0% | -17.4% | -3.8% |
| 6M | +46.8% | +34.6% | +12.1% | +33.1% |
| YTD | +65.5% | +28.3% | +37.3% | +50.2% |
| All | +120.8% | +46.5% | +74.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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