+289.7%
NEM vs BTSG
+421.3%
-131.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | +3.9% | +5.7% | -1.9% | +3.1% |
| 30D | +12.7% | +0.2% | +12.5% | +12.6% |
| 3M | +28.7% | +5.6% | +23.0% | +27.2% |
| 6M | +9.8% | +50.8% | -41.0% | +3.4% |
| YTD | +28.1% | +67.0% | -38.9% | +19.3% |
| 1Y | +69.3% | +145.5% | -76.2% | +51.8% |
| All | +289.7% | +421.3% | -131.6% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling