-8.2%
NOW vs BTSG
+406.1%
-414.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -2.8% |
| 7D | -2.4% | +2.7% | -5.1% | -2.8% |
| 30D | +20.5% | -3.6% | +24.1% | +21.0% |
| 3M | +18.3% | +5.8% | +12.5% | +15.6% |
| 6M | +24.1% | +44.7% | -20.7% | +12.7% |
| YTD | -7.8% | +62.2% | -70.0% | -18.6% |
| 1Y | -21.4% | +152.1% | -173.5% | -37.7% |
| All | -8.2% | +406.1% | -414.3% | -36.9% |
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