+476.9%
NEM vs BTI
+6,053.3%
-5,576.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +23.1% | -6.6% | +29.7% | +24.3% |
| 3M | +18.5% | -3.0% | +21.5% | +18.6% |
| 6M | +7.8% | -6.7% | +14.5% | +8.5% |
| YTD | +29.1% | +0.6% | +28.6% | +28.3% |
| 1Y | +72.7% | +5.6% | +67.1% | +70.2% |
| 3Y | +248.7% | +110.3% | +138.4% | +207.8% |
| 5Y | +148.7% | +114.3% | +34.4% | +118.5% |
| 10Y | +304.8% | +67.7% | +237.1% | +260.7% |
| All | +476.9% | +6,053.3% | -5,576.4% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling