+302.3%
NEM vs BTI
+73.8%
+228.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.8% | -1.1% | +8.9% | +8.0% |
| 3M | +30.2% | -8.8% | +39.0% | +32.5% |
| 6M | +9.6% | -4.0% | +13.6% | +9.8% |
| YTD | +27.8% | +0.4% | +27.5% | +26.3% |
| 1Y | +60.7% | +1.9% | +58.8% | +58.0% |
| 3Y | +245.3% | +108.5% | +136.8% | +179.3% |
| 5Y | +155.3% | +118.5% | +36.8% | +103.8% |
| All | +302.3% | +73.8% | +228.5% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling