+11.3%
FE vs BTSG
+119.4%
-108.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.7% | +0.2% |
| 7D | -1.7% | -5.8% | +4.1% | -1.5% |
| 30D | -1.3% | 0.0% | -1.2% | -1.3% |
| 3M | +0.6% | -4.5% | +5.1% | +0.6% |
| 6M | -6.8% | +40.0% | -46.9% | -7.4% |
| YTD | +6.4% | +54.6% | -48.1% | +5.3% |
| 1Y | +11.3% | +106.1% | -94.9% | +7.6% |
| All | +11.3% | +119.4% | -108.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling