-99.1%
NVD vs BTG
+94.2%
-193.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +10.8% | -3.8% | +14.6% | +9.7% |
| 30D | +0.8% | +3.6% | -2.9% | +2.3% |
| 3M | -20.8% | +32.0% | -52.9% | -12.7% |
| 6M | -41.2% | +3.4% | -44.5% | -37.5% |
| YTD | -44.2% | +20.8% | -65.0% | -37.7% |
| 1Y | -54.2% | +22.4% | -76.6% | -47.4% |
| 3Y | -99.1% | +91.7% | -190.8% | -98.8% |
| All | -99.1% | +94.2% | -193.3% | -98.8% |
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