+72.0%
FITB vs BTSG
+406.1%
-334.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | -4.7% | -3.6% | -1.1% | -4.3% |
| 3M | +6.7% | +5.8% | +0.9% | +4.8% |
| 6M | +12.6% | +44.7% | -32.2% | +3.9% |
| YTD | +19.1% | +62.2% | -43.0% | +7.4% |
| 1Y | +22.6% | +152.1% | -129.5% | +1.4% |
| All | +72.0% | +406.1% | -334.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling