+11.4%
FPS vs BTSG
+68.2%
-56.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | 0.0% | +1.4% |
| 7D | +10.4% | +5.7% | +4.6% | +7.0% |
| 30D | -16.5% | +0.2% | -16.7% | -16.8% |
| 3M | -45.5% | +5.6% | -51.2% | -49.4% |
| 6M | +2.1% | +50.8% | -48.7% | -29.7% |
| All | +11.4% | +68.2% | -56.8% | -27.9% |
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