+60.7%
NEM vs BTSG
+113.2%
-52.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | +7.8% | -1.6% | +9.4% | +8.1% |
| 3M | +30.2% | -6.9% | +37.1% | +30.5% |
| 6M | +9.6% | +42.1% | -32.5% | -1.2% |
| YTD | +27.8% | +56.8% | -29.0% | +13.1% |
| 1Y | +60.7% | +109.8% | -49.1% | +38.3% |
| All | +60.7% | +113.2% | -52.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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