+92.0%
BAC vs NXT
+181.9%
-89.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.2% | +2.9% | -1.7% | +0.9% |
| 30D | -0.7% | -17.2% | +16.5% | +0.7% |
| 3M | +16.9% | -32.0% | +48.9% | +20.1% |
| 6M | +29.6% | -15.8% | +45.3% | +29.6% |
| YTD | +15.3% | -1.9% | +17.2% | +13.3% |
| 1Y | +28.8% | +22.5% | +6.3% | +23.3% |
| 3Y | +136.4% | +100.5% | +35.8% | +105.9% |
| All | +92.0% | +181.9% | -89.9% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling