+140.2%
NI vs BTG
+159.3%
-19.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | -3.8% | +3.8% | +0.4% |
| 30D | -1.4% | +3.6% | -5.0% | -1.8% |
| 3M | -10.6% | +32.0% | -42.6% | -13.1% |
| 6M | -9.3% | +3.4% | -12.7% | -10.3% |
| YTD | +1.1% | +20.8% | -19.6% | -1.8% |
| 1Y | +3.4% | +22.4% | -19.0% | -0.2% |
| 3Y | +67.9% | +91.7% | -23.8% | +53.0% |
| 5Y | +98.0% | +79.0% | +19.0% | +79.7% |
| All | +140.2% | +159.3% | -19.1% | +105.4% |
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