+137.9%
NEM vs BTDR
+26.7%
+111.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.9% |
| 7D | +3.9% | +22.4% | -18.6% | +2.6% |
| 30D | +12.7% | +16.5% | -3.7% | +11.4% |
| 3M | +28.7% | -31.5% | +60.1% | +30.2% |
| 6M | +9.8% | +74.0% | -64.3% | +6.0% |
| YTD | +28.1% | +13.0% | +15.1% | +25.7% |
| 1Y | +69.3% | -0.2% | +69.6% | +65.8% |
| 3Y | +247.7% | +9.9% | +237.8% | +224.4% |
| 5Y | +153.4% | +28.1% | +125.3% | +137.7% |
| All | +137.9% | +26.7% | +111.2% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling