+180.8%
NOK vs BTI
+108.0%
+72.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +8.7% | -2.0% | +10.7% | +9.0% |
| 30D | +12.5% | -3.4% | +15.9% | +13.1% |
| 3M | -20.7% | -9.0% | -11.8% | -19.8% |
| 6M | +36.2% | -5.0% | +41.2% | +35.8% |
| YTD | +64.1% | -0.3% | +64.5% | +61.4% |
| 1Y | +132.4% | +3.1% | +129.3% | +125.2% |
| All | +180.8% | +108.0% | +72.8% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling