+269.6%
NEM vs BTG
+385.9%
-116.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +3.1% | +2.4% | +0.6% | +2.2% |
| 30D | +10.0% | +9.5% | +0.5% | +6.5% |
| 3M | +30.9% | +38.5% | -7.6% | +15.7% |
| 6M | +10.5% | +5.6% | +4.9% | +7.7% |
| YTD | +29.7% | +23.9% | +5.8% | +19.2% |
| 1Y | +71.1% | +32.1% | +39.0% | +53.7% |
| 3Y | +252.1% | +103.2% | +148.9% | +167.4% |
| 5Y | +157.7% | +79.7% | +78.0% | +103.1% |
| 10Y | +319.4% | +159.1% | +160.2% | +177.2% |
| All | +269.6% | +385.9% | -116.3% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling