-12.8%
NOW vs BTSG
+421.3%
-434.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.0% | -8.0% | -5.4% |
| 7D | -6.1% | +5.7% | -11.8% | -6.9% |
| 30D | +7.5% | +0.2% | +7.3% | +7.3% |
| 3M | +17.5% | +5.6% | +11.9% | +14.9% |
| 6M | +7.9% | +50.8% | -42.8% | -2.7% |
| YTD | -12.4% | +67.0% | -79.4% | -23.1% |
| 1Y | -28.6% | +145.5% | -174.1% | -42.8% |
| All | -12.8% | +421.3% | -434.1% | -40.3% |
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