+44.5%
FE vs BTSG
+504.1%
-459.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.8% | -0.1% |
| 7D | -0.5% | +3.8% | -4.3% | -0.6% |
| 30D | +4.3% | +13.7% | -9.4% | +4.0% |
| 3M | +0.4% | +18.0% | -17.6% | -0.1% |
| 6M | +6.9% | +32.2% | -25.3% | +6.1% |
| YTD | +8.0% | +93.6% | -85.6% | +6.0% |
| 1Y | +4.8% | +115.9% | -111.1% | +2.5% |
| All | +44.5% | +504.1% | -459.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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