+4,117.8%
BTI vs NVMI
+1,976.9%
+2,140.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.4% | +6.9% | -9.4% | -2.6% |
| 30D | -4.8% | -2.8% | -1.9% | -4.7% |
| 3M | -8.1% | -27.3% | +19.2% | -7.4% |
| 6M | -4.2% | -13.7% | +9.5% | -4.1% |
| YTD | -1.3% | +13.8% | -15.1% | -2.3% |
| 1Y | +2.1% | +34.9% | -32.7% | +0.4% |
| 3Y | +108.9% | +213.5% | -104.6% | +96.8% |
| 5Y | +114.5% | +272.5% | -158.0% | +99.4% |
| 10Y | +72.2% | +3,142.4% | -3,070.2% | +48.5% |
| All | +4,117.8% | +1,976.9% | +2,140.8% | +3,099.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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