-17.7%
BA vs NXT
+231.9%
-249.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.4% | -5.7% | +4.3% | -0.8% |
| 30D | -7.9% | +18.5% | -26.4% | -10.0% |
| 3M | -25.2% | -4.1% | -21.1% | -25.2% |
| 6M | -26.7% | -20.3% | -6.4% | -25.7% |
| YTD | -19.6% | +15.5% | -35.1% | -22.3% |
| 1Y | -10.6% | -5.0% | -5.6% | -12.0% |
| 3Y | -11.2% | +191.6% | -202.9% | -26.3% |
| All | -17.7% | +231.9% | -249.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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