-32.0%
BAX vs NXT
+100.2%
-132.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.8% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | -9.7% | -17.2% | +7.5% | -8.5% |
| 3M | +29.3% | -32.0% | +61.3% | +32.4% |
| 6M | +40.7% | -15.8% | +56.4% | +40.3% |
| YTD | +30.3% | -1.9% | +32.2% | +28.5% |
| 1Y | +3.4% | +22.5% | -19.1% | -0.4% |
| 3Y | -32.0% | +100.5% | -132.6% | -41.6% |
| All | -32.0% | +100.2% | -132.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling