+232.5%
NET vs BTSG
+481.7%
-249.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -16.4% | +17.4% | -33.7% | -18.9% |
| 30D | -25.8% | +12.6% | -38.4% | -27.6% |
| 3M | -11.5% | +11.2% | -22.7% | -13.6% |
| 6M | +18.9% | +30.4% | -11.5% | +10.9% |
| YTD | +35.2% | +86.4% | -51.2% | +16.0% |
| 1Y | +14.5% | +117.9% | -103.5% | -5.1% |
| All | +232.5% | +481.7% | -249.2% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling