-30.5%
BAX vs NXT
+178.8%
-209.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -5.5% | -15.3% | +9.9% | -4.5% |
| 3M | +33.5% | -43.8% | +77.3% | +37.9% |
| 6M | +35.9% | -18.7% | +54.5% | +36.0% |
| YTD | +35.4% | -3.0% | +38.3% | +34.1% |
| 1Y | +9.8% | +22.7% | -13.0% | +6.7% |
| 3Y | -32.7% | +95.9% | -128.6% | -38.1% |
| All | -30.5% | +178.8% | -209.3% | -37.2% |
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