+56.9%
FN vs BTSG
+493.4%
-436.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +0.3% | +6.0% | -5.8% | -1.9% |
| 30D | -16.5% | +12.4% | -28.9% | -19.8% |
| 3M | -42.1% | +18.2% | -60.3% | -45.5% |
| 6M | -52.9% | +26.0% | -78.9% | -57.1% |
| YTD | -28.0% | +90.1% | -118.1% | -42.4% |
| 1Y | -18.5% | +124.3% | -142.8% | -37.6% |
| All | +56.9% | +493.4% | -436.5% | -9.4% |
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