+27.3%
BAC vs NXT
+18.1%
+9.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.1% | +0.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -1.4% | -20.0% | +18.6% | -0.3% |
| 3M | +15.7% | -30.9% | +46.7% | +17.6% |
| 6M | +32.2% | -23.8% | +56.0% | +32.3% |
| YTD | +15.8% | -5.4% | +21.2% | +13.5% |
| 1Y | +27.3% | +28.0% | -0.8% | +20.3% |
| All | +27.3% | +18.1% | +9.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling