-19.9%
NOW vs BTI
+149.4%
-169.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.7% |
| 7D | +0.3% | +1.6% | -1.4% | +0.5% |
| 30D | -27.0% | +9.2% | -36.2% | -26.2% |
| 3M | -19.6% | +9.6% | -29.3% | -18.9% |
| 6M | +17.5% | -2.4% | +19.9% | +16.9% |
| YTD | -33.3% | +14.2% | -47.5% | -32.4% |
| 1Y | -39.8% | +20.3% | -60.1% | -39.1% |
| 3Y | -19.9% | +147.4% | -167.3% | -22.2% |
| All | -19.9% | +149.4% | -169.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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