-12.6%
NOW vs BTDR
-39.9%
+27.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.7% | -1.1% |
| 7D | -3.0% | -10.4% | +7.4% | -2.6% |
| 30D | -26.0% | -42.2% | +16.1% | -24.2% |
| 3M | -13.1% | -42.8% | +29.7% | -11.2% |
| 6M | +14.5% | -60.2% | +74.7% | +18.3% |
| YTD | -33.4% | -46.3% | +12.9% | -33.0% |
| 1Y | -40.6% | -71.7% | +31.0% | -38.3% |
| 3Y | -16.3% | +54.6% | -70.9% | -23.0% |
| 5Y | -26.3% | -39.5% | +13.2% | -31.7% |
| All | -12.6% | -39.9% | +27.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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