+51.1%
NEM vs BTG
+24.4%
+26.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.7% | +1.2% | +4.4% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +2.0% | -0.8% | +2.8% | +2.2% |
| 3M | +21.1% | +31.8% | -10.7% | +0.7% |
| 6M | +9.5% | +20.4% | -10.9% | -4.2% |
| YTD | +19.1% | +14.7% | +4.3% | +7.5% |
| 1Y | +51.1% | +29.4% | +21.7% | +28.7% |
| All | +51.1% | +24.4% | +26.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling