+138.6%
NOK vs BTG
+159.3%
-20.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | -3.8% | +14.7% | +11.3% |
| 30D | +7.8% | +3.6% | +4.2% | +7.4% |
| 3M | -21.0% | +32.0% | -53.0% | -23.3% |
| 6M | +40.9% | +3.4% | +37.5% | +39.4% |
| YTD | +72.0% | +20.8% | +51.2% | +67.1% |
| 1Y | +140.9% | +22.4% | +118.5% | +133.0% |
| 3Y | +194.3% | +91.7% | +102.5% | +169.5% |
| 5Y | +112.5% | +79.0% | +33.5% | +94.3% |
| All | +138.6% | +159.3% | -20.7% | +126.1% |
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