+41.5%
NU vs BTI
+122.0%
-80.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | +7.8% | -1.1% | +8.9% | +8.1% |
| 3M | +20.9% | -8.8% | +29.7% | +23.5% |
| 6M | +0.9% | -4.0% | +4.8% | +1.1% |
| YTD | -12.7% | +0.4% | -13.0% | -13.9% |
| 1Y | -6.4% | +1.9% | -8.3% | -8.2% |
| 3Y | +98.1% | +108.5% | -10.4% | +45.7% |
| All | +41.5% | +122.0% | -80.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling