+169.3%
FIS vs BTG
+392.0%
-222.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -2.2% | +36.8% | -39.0% | -3.4% |
| 3M | +2.1% | +23.1% | -21.0% | +1.2% |
| 6M | -14.7% | +3.5% | -18.1% | -15.1% |
| YTD | -35.7% | +25.5% | -61.2% | -36.6% |
| 1Y | -37.1% | +40.1% | -77.2% | -38.3% |
| 3Y | -20.0% | +101.1% | -121.1% | -23.2% |
| 5Y | -62.1% | +70.6% | -132.7% | -63.6% |
| 10Y | -37.4% | +152.1% | -189.5% | -40.7% |
| All | +169.3% | +392.0% | -222.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling