+701.7%
FIX vs BTSG
+421.3%
+280.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.4% |
| 7D | +6.1% | +5.7% | +0.3% | +4.1% |
| 30D | -2.7% | +0.2% | -2.9% | -2.9% |
| 3M | -10.9% | +5.6% | -16.6% | -13.6% |
| 6M | +29.0% | +50.8% | -21.8% | +10.2% |
| YTD | +76.9% | +67.0% | +9.8% | +46.1% |
| 1Y | +130.7% | +145.5% | -14.8% | +69.5% |
| All | +701.7% | +421.3% | +280.4% | +387.5% |
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 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