-33.2%
NOW vs BTSG
+476.3%
-509.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.4% |
| 7D | -3.1% | +4.4% | -7.4% | -3.6% |
| 30D | -27.0% | +8.5% | -35.5% | -27.9% |
| 3M | -17.7% | +10.8% | -28.5% | -19.1% |
| 6M | +12.7% | +26.1% | -13.4% | +6.6% |
| YTD | -32.9% | +84.6% | -117.6% | -42.0% |
| 1Y | -40.4% | +108.7% | -149.0% | -49.9% |
| All | -33.2% | +476.3% | -509.5% | -55.0% |
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