+6.2%
ON vs BTSG
+389.4%
-383.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.1% |
| 7D | +2.4% | -3.3% | +5.7% | +3.3% |
| 30D | -8.6% | -1.6% | -7.0% | -8.4% |
| 3M | -34.3% | -6.9% | -27.4% | -33.4% |
| 6M | +28.5% | +42.1% | -13.6% | +15.8% |
| YTD | +40.6% | +56.8% | -16.2% | +23.1% |
| 1Y | +55.3% | +109.8% | -54.5% | +25.3% |
| All | +6.2% | +389.4% | -383.2% | -33.7% |
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