+1,097.4%
NI vs BTG
+385.9%
+711.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.3% | +2.4% | -1.1% | +1.1% |
| 30D | -0.3% | +9.5% | -9.7% | -0.8% |
| 3M | -9.5% | +38.5% | -48.0% | -11.4% |
| 6M | -10.2% | +5.6% | -15.9% | -11.0% |
| YTD | +1.8% | +23.9% | -22.2% | -0.3% |
| 1Y | +5.7% | +32.1% | -26.5% | +2.9% |
| 3Y | +69.6% | +103.2% | -33.6% | +59.7% |
| 5Y | +95.8% | +79.7% | +16.1% | +84.4% |
| 10Y | +145.1% | +159.1% | -14.0% | +121.3% |
| All | +1,097.4% | +385.9% | +711.5% | +857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling