+243.5%
NEM vs BTI
+108.0%
+135.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -3.3% | -2.0% | -1.3% | -2.9% |
| 30D | +7.8% | -3.4% | +11.3% | +8.5% |
| 3M | +36.3% | -9.0% | +45.2% | +38.6% |
| 6M | +6.6% | -5.0% | +11.6% | +6.7% |
| YTD | +27.1% | -0.3% | +27.5% | +24.9% |
| 1Y | +62.3% | +3.1% | +59.2% | +57.5% |
| All | +243.5% | +108.0% | +135.5% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling