-0.9%
ON vs BTSG
+493.4%
-494.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | +6.0% | +6.2% | +10.3% |
| 30D | -3.1% | +12.4% | -15.5% | -6.5% |
| 3M | -12.9% | +18.2% | -31.1% | -17.5% |
| 6M | -38.6% | +26.0% | -64.6% | -43.1% |
| YTD | +31.2% | +90.1% | -58.9% | +8.3% |
| 1Y | +47.6% | +124.3% | -76.6% | +16.4% |
| All | -0.9% | +493.4% | -494.3% | -41.7% |
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