+56.5%
FN vs BTSG
+459.6%
-403.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.0% | +9.7% | +10.9% |
| 7D | 0.0% | +0.4% | -0.4% | +0.4% |
| 30D | -34.3% | +5.3% | -39.6% | -35.3% |
| 3M | -39.9% | +10.8% | -50.7% | -42.0% |
| 6M | -51.8% | +27.3% | -79.2% | -56.2% |
| YTD | -28.1% | +79.3% | -107.5% | -41.2% |
| 1Y | -29.1% | +106.0% | -135.1% | -44.0% |
| All | +56.5% | +459.6% | -403.1% | -7.6% |
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