+286.8%
NEM vs BTSG
+382.3%
-95.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.1% |
| 7D | -3.3% | -5.8% | +2.5% | -2.6% |
| 30D | +7.8% | 0.0% | +7.9% | +7.7% |
| 3M | +36.3% | -4.5% | +40.7% | +36.5% |
| 6M | +6.6% | +40.0% | -33.5% | +1.3% |
| YTD | +27.1% | +54.6% | -27.4% | +19.6% |
| 1Y | +62.3% | +106.1% | -43.8% | +48.4% |
| All | +286.8% | +382.3% | -95.5% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling