+6.9%
FPS vs BTSG
+66.7%
-59.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | +5.3% | +2.9% | +2.4% | +3.7% |
| 30D | -17.6% | +0.9% | -18.5% | -18.2% |
| 3M | -45.8% | +1.6% | -47.4% | -48.3% |
| 6M | -10.1% | +46.8% | -56.9% | -36.9% |
| All | +6.9% | +66.7% | -59.8% | -30.5% |
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