-4.4%
BAC vs NXT
-4.4%
+0.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.9% | -5.7% | +3.9% | -1.5% |
| 30D | -7.2% | +18.5% | -25.7% | -8.1% |
| 3M | -20.4% | -4.1% | -16.3% | -20.4% |
| 6M | +1.3% | -20.3% | +21.6% | +1.7% |
| YTD | -6.4% | +15.5% | -21.9% | -10.6% |
| All | -4.4% | -4.4% | +0.1% | -7.3% |
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