-52.0%
FIS vs BTSG
+495.4%
-547.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -6.0% |
| 7D | -3.5% | +8.5% | -12.0% | -4.0% |
| 30D | -19.4% | +14.0% | -33.5% | -20.1% |
| 3M | -31.6% | +19.7% | -51.3% | -32.4% |
| 6M | -32.5% | +28.7% | -61.3% | -33.9% |
| YTD | -56.0% | +90.8% | -146.8% | -58.3% |
| 1Y | -55.5% | +112.4% | -167.9% | -58.2% |
| All | -52.0% | +495.4% | -547.4% | -58.9% |
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