-80.9%
FIG vs BTSG
+194.2%
-275.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.1% |
| 7D | -14.5% | +2.9% | -17.3% | -14.8% |
| 30D | -13.3% | +0.9% | -14.2% | -13.5% |
| 3M | +7.4% | +1.6% | +5.8% | +3.9% |
| 6M | -27.8% | +46.8% | -74.6% | -38.8% |
| YTD | -41.1% | +65.5% | -106.6% | -52.6% |
| 1Y | -58.7% | +136.2% | -195.0% | -72.6% |
| All | -80.9% | +194.2% | -275.2% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling