-50.0%
FIS vs BTSG
+493.4%
-543.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +2.8% | +6.0% | -3.2% | +2.5% |
| 30D | -16.7% | +12.4% | -29.1% | -17.4% |
| 3M | -32.3% | +18.2% | -50.5% | -33.0% |
| 6M | -29.1% | +26.0% | -55.1% | -30.4% |
| YTD | -54.1% | +90.1% | -144.3% | -56.5% |
| 1Y | -53.7% | +124.3% | -178.0% | -56.7% |
| All | -50.0% | +493.4% | -543.4% | -57.2% |
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