+197.0%
NOK vs BTSG
+421.3%
-224.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.7% |
| 7D | +7.3% | +5.7% | +1.5% | +6.3% |
| 30D | +13.8% | +0.2% | +13.6% | +13.6% |
| 3M | -27.0% | +5.6% | -32.6% | -27.8% |
| 6M | +37.6% | +50.8% | -13.2% | +29.2% |
| YTD | +64.6% | +67.0% | -2.4% | +52.6% |
| 1Y | +132.0% | +145.5% | -13.5% | +106.3% |
| All | +197.0% | +421.3% | -224.4% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling