+245.3%
NEM vs BTDR
+4.4%
+240.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -0.8% |
| 30D | +7.8% | +32.6% | -24.8% | +5.9% |
| 3M | +30.2% | -32.2% | +62.5% | +32.0% |
| 6M | +9.6% | +52.4% | -42.8% | +6.4% |
| YTD | +27.8% | +6.7% | +21.1% | +25.7% |
| 1Y | +60.7% | -15.2% | +75.9% | +58.4% |
| 3Y | +245.3% | +14.9% | +230.4% | +219.5% |
| All | +245.3% | +4.4% | +240.9% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling