+70.6%
FITB vs BTSG
+382.3%
-311.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.6% | +7.1% | +1.4% |
| 7D | -1.0% | -5.8% | +4.8% | -0.1% |
| 30D | -5.5% | 0.0% | -5.5% | -5.6% |
| 3M | +4.1% | -4.5% | +8.6% | +4.0% |
| 6M | +18.7% | +40.0% | -21.3% | +10.0% |
| YTD | +18.2% | +54.6% | -36.4% | +7.3% |
| 1Y | +23.7% | +106.1% | -82.5% | +6.0% |
| All | +70.6% | +382.3% | -311.7% | +17.4% |
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