+34.1%
FITB vs BTSG
+111.7%
-77.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.3% | +17.4% | -15.1% | +1.2% |
| 30D | +7.7% | +12.6% | -4.9% | +6.8% |
| 3M | -4.5% | +11.2% | -15.7% | -5.3% |
| 6M | +12.5% | +30.4% | -17.9% | +8.6% |
| YTD | +19.8% | +86.4% | -66.6% | +7.8% |
| 1Y | +34.1% | +117.9% | -83.8% | +14.3% |
| All | +34.1% | +111.7% | -77.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling