-34.6%
NOW vs BTSG
+495.4%
-530.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.7% | +8.5% | -10.1% | -2.8% |
| 30D | -27.4% | +14.0% | -41.4% | -28.7% |
| 3M | -19.4% | +19.7% | -39.2% | -21.7% |
| 6M | +13.1% | +28.7% | -15.6% | +6.7% |
| YTD | -34.3% | +90.8% | -125.1% | -43.4% |
| 1Y | -41.8% | +112.4% | -154.1% | -51.1% |
| All | -34.6% | +495.4% | -530.0% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling