+1,381.0%
NET vs BTG
+103.7%
+1,277.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.0% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -25.8% | -0.8% | -25.1% | -25.9% |
| 3M | -11.5% | +31.8% | -43.4% | -16.2% |
| 6M | +18.9% | +20.4% | -1.5% | +13.3% |
| YTD | +35.2% | +14.7% | +20.5% | +27.4% |
| 1Y | +14.5% | +29.4% | -14.9% | +5.2% |
| 3Y | +313.8% | +68.0% | +245.8% | +245.0% |
| 5Y | +32.6% | +45.5% | -12.9% | +11.6% |
| All | +1,381.0% | +103.7% | +1,277.3% | +1,162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling