+98.0%
NI vs BTI
+116.2%
-18.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.6% | -2.0% | +1.4% | 0.0% |
| 30D | -1.4% | -3.4% | +2.0% | -0.5% |
| 3M | -10.6% | -9.0% | -1.6% | -8.4% |
| 6M | -9.9% | -5.0% | -4.9% | -9.0% |
| YTD | +1.2% | -0.3% | +1.5% | +0.6% |
| 1Y | +4.4% | +3.1% | +1.3% | +2.7% |
| 3Y | +68.6% | +111.0% | -42.4% | +30.0% |
| 5Y | +98.0% | +117.0% | -19.0% | +46.4% |
| All | +98.0% | +116.2% | -18.2% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling