+230.7%
FLEX vs BTSG
+504.1%
-273.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.5% | -4.5% |
| 7D | -13.6% | +3.8% | -17.4% | -14.6% |
| 30D | -36.5% | +13.7% | -50.2% | -39.4% |
| 3M | -36.4% | +18.0% | -54.4% | -40.4% |
| 6M | -46.5% | +32.2% | -78.7% | -52.4% |
| YTD | +25.9% | +93.6% | -67.6% | -1.7% |
| 1Y | +19.6% | +115.9% | -96.4% | -10.0% |
| All | +230.7% | +504.1% | -273.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling