+138.6%
NOK vs BTI
+73.8%
+64.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +7.8% | -1.1% | +8.9% | +8.1% |
| 3M | -21.0% | -8.8% | -12.2% | -19.3% |
| 6M | +40.9% | -4.0% | +44.8% | +40.8% |
| YTD | +72.0% | +0.4% | +71.7% | +68.8% |
| 1Y | +140.9% | +1.9% | +139.0% | +134.8% |
| 3Y | +194.3% | +108.5% | +85.7% | +114.2% |
| 5Y | +112.5% | +118.5% | -6.0% | +51.7% |
| All | +138.6% | +73.8% | +64.8% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling