-34.4%
BAX vs NXT
+171.8%
-206.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -12.2% | -20.0% | +7.8% | -11.0% |
| 3M | +21.8% | -30.9% | +52.8% | +24.1% |
| 6M | +36.3% | -23.8% | +60.1% | +37.0% |
| YTD | +27.8% | -5.4% | +33.2% | +26.8% |
| 1Y | -0.1% | +28.0% | -28.1% | -3.1% |
| 3Y | -33.3% | +93.3% | -126.6% | -38.5% |
| All | -34.4% | +171.8% | -206.1% | -40.6% |
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