+111.1%
BTI vs NVD
-99.2%
+210.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -2.4% | +0.5% | -3.0% | -2.4% |
| 30D | -4.8% | -9.3% | +4.5% | -4.7% |
| 3M | -8.1% | -22.1% | +14.0% | -7.9% |
| 6M | -4.2% | -45.8% | +41.6% | -3.8% |
| YTD | -1.3% | -46.7% | +45.4% | -1.0% |
| 1Y | +2.1% | -59.5% | +61.6% | +2.7% |
| 3Y | +108.9% | -99.2% | +208.1% | +93.1% |
| All | +111.1% | -99.2% | +210.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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