+1,682.3%
NOK vs BTI
+5,294.3%
-3,612.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.3% |
| 7D | +7.3% | -1.4% | +8.6% | +7.6% |
| 30D | +13.8% | -7.0% | +20.8% | +16.0% |
| 3M | -27.0% | -6.3% | -20.7% | -26.3% |
| 6M | +37.6% | -2.0% | +39.6% | +36.9% |
| YTD | +64.6% | +0.2% | +64.4% | +62.6% |
| 1Y | +132.0% | +3.8% | +128.2% | +126.8% |
| 3Y | +183.7% | +112.1% | +71.6% | +124.0% |
| 5Y | +101.3% | +113.6% | -12.3% | +58.3% |
| 10Y | +122.4% | +69.6% | +52.8% | +80.6% |
| All | +1,682.3% | +5,294.3% | -3,612.0% | +798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling