-22.6%
FPS vs BTSG
+87.7%
-110.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.3% | -17.3% |
| 7D | -23.3% | +17.4% | -40.7% | -29.4% |
| 30D | -42.4% | +12.6% | -55.0% | -45.5% |
| 3M | -43.0% | +11.2% | -54.2% | -46.0% |
| 6M | -44.5% | +30.4% | -74.9% | -55.0% |
| All | -22.6% | +87.7% | -110.3% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling