-18.2%
BA vs NXT
+246.1%
-264.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.1% |
| 7D | +1.1% | +32.2% | -31.2% | -2.3% |
| 30D | -7.9% | +21.9% | -29.8% | -10.3% |
| 3M | -25.3% | +6.6% | -31.9% | -26.2% |
| 6M | -24.6% | -16.8% | -7.8% | -23.9% |
| YTD | -20.1% | +20.4% | -40.6% | -23.2% |
| 1Y | -11.8% | -1.5% | -10.2% | -13.4% |
| 3Y | -10.1% | +182.4% | -192.5% | -24.9% |
| All | -18.2% | +246.1% | -264.3% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling