+21.3%
NOK vs BTSG
+111.7%
-90.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -10.4% | +17.4% | -27.8% | -13.2% |
| 30D | -19.0% | +12.6% | -31.6% | -20.7% |
| 3M | -16.7% | +11.2% | -27.9% | -18.4% |
| 6M | -37.1% | +30.4% | -67.5% | -41.3% |
| YTD | +27.7% | +86.4% | -58.7% | +9.2% |
| 1Y | +21.3% | +117.9% | -96.6% | +2.4% |
| All | +21.3% | +111.7% | -90.4% | +2.4% |
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 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