+394.8%
FIX vs BTSG
+459.6%
-64.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.5% | +4.8% |
| 7D | -17.5% | +0.4% | -17.8% | -17.3% |
| 30D | -41.6% | +5.3% | -46.8% | -42.5% |
| 3M | -40.6% | +10.8% | -51.4% | -42.8% |
| 6M | -49.4% | +27.3% | -76.7% | -54.1% |
| YTD | +9.2% | +79.3% | -70.1% | -12.1% |
| 1Y | +6.5% | +106.0% | -99.5% | -17.8% |
| All | +394.8% | +459.6% | -64.7% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling