-83.2%
FIG vs BTSG
+238.0%
-321.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | +6.0% | -2.6% | +2.6% |
| 30D | -9.5% | +12.4% | -21.9% | -10.6% |
| 3M | -26.2% | +18.2% | -44.4% | -27.7% |
| 6M | +2.7% | +26.0% | -23.3% | -4.9% |
| YTD | -48.0% | +90.1% | -138.1% | -58.8% |
| 1Y | -52.0% | +124.3% | -176.3% | -65.2% |
| All | -83.2% | +238.0% | -321.1% | -91.2% |
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