+92.9%
BAC vs NXT
+178.8%
-85.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | -0.4% | -15.3% | +14.9% | +0.8% |
| 3M | +16.9% | -43.8% | +60.7% | +21.9% |
| 6M | +26.6% | -18.7% | +45.3% | +27.0% |
| YTD | +15.8% | -3.0% | +18.8% | +13.9% |
| 1Y | +27.2% | +22.7% | +4.4% | +21.7% |
| 3Y | +132.4% | +95.9% | +36.5% | +102.9% |
| All | +92.9% | +178.8% | -85.9% | +59.3% |
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 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