+14.4%
FIX vs BTSG
+111.7%
-97.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.1% | -15.0% | -15.1% |
| 7D | -18.9% | +17.4% | -36.3% | -23.9% |
| 30D | -36.3% | +12.6% | -48.9% | -39.1% |
| 3M | -38.5% | +11.2% | -49.7% | -41.2% |
| 6M | -42.3% | +30.4% | -72.6% | -50.8% |
| YTD | +17.1% | +86.4% | -69.3% | -20.0% |
| 1Y | +14.4% | +117.9% | -103.5% | -30.1% |
| All | +14.4% | +111.7% | -97.3% | -30.1% |
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