+115.1%
NOK vs BTG
+78.0%
+37.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | -3.8% | +14.7% | +11.5% |
| 30D | +7.8% | +3.6% | +4.2% | +7.2% |
| 3M | -21.0% | +32.0% | -53.0% | -24.5% |
| 6M | +40.9% | +3.4% | +37.5% | +38.6% |
| YTD | +72.0% | +20.8% | +51.2% | +64.3% |
| 1Y | +140.9% | +22.4% | +118.5% | +128.0% |
| 3Y | +194.3% | +91.7% | +102.5% | +152.0% |
| All | +115.1% | +78.0% | +37.1% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling