-30.6%
BAX vs NXT
+246.1%
-276.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.2% |
| 7D | +12.1% | +32.2% | -20.1% | +10.0% |
| 30D | +7.6% | +21.9% | -14.3% | +6.1% |
| 3M | -4.5% | +6.6% | -11.1% | -5.2% |
| 6M | +52.0% | -16.8% | +68.8% | +52.2% |
| YTD | +35.1% | +20.4% | +14.7% | +31.8% |
| 1Y | +43.7% | -1.5% | +45.2% | +41.6% |
| 3Y | -20.9% | +182.4% | -203.3% | -27.8% |
| All | -30.6% | +246.1% | -276.7% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling