+245.8%
BNY vs NXT
+173.5%
+72.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.1% |
| 7D | -1.3% | -1.9% | +0.6% | -1.2% |
| 30D | -0.2% | -20.0% | +19.9% | +1.4% |
| 3M | +14.9% | -30.7% | +45.7% | +17.6% |
| 6M | +40.0% | -29.0% | +69.0% | +42.1% |
| YTD | +42.0% | -4.8% | +46.8% | +40.6% |
| 1Y | +56.9% | +22.8% | +34.1% | +51.9% |
| 3Y | +289.9% | +93.9% | +195.9% | +250.8% |
| All | +245.8% | +173.5% | +72.3% | +188.1% |
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