+17.3%
BIL vs NXT
+178.8%
-161.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +0.3% | -15.3% | +15.7% | +0.3% |
| 3M | +0.9% | -43.8% | +44.7% | +0.9% |
| 6M | +1.8% | -18.7% | +20.5% | +1.8% |
| YTD | +2.4% | -3.0% | +5.4% | +2.4% |
| 1Y | +3.7% | +22.7% | -19.0% | +3.7% |
| 3Y | +14.2% | +95.9% | -81.8% | +14.2% |
| All | +17.3% | +178.8% | -161.5% | +17.3% |
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