+196.1%
NOK vs BTSG
+382.3%
-186.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.3% | -0.2% |
| 7D | +8.7% | -5.8% | +14.5% | +9.7% |
| 30D | +12.5% | 0.0% | +12.5% | +12.4% |
| 3M | -20.7% | -4.5% | -16.3% | -20.3% |
| 6M | +36.2% | +40.0% | -3.9% | +29.4% |
| YTD | +64.1% | +54.6% | +9.6% | +54.0% |
| 1Y | +132.4% | +106.1% | +26.3% | +111.2% |
| All | +196.1% | +382.3% | -186.2% | +148.2% |
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