+18.4%
BTDR vs NXT
+181.9%
-163.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +22.4% | +2.9% | +19.6% | +21.2% |
| 30D | +16.5% | -17.2% | +33.7% | +24.6% |
| 3M | -31.5% | -32.0% | +0.5% | -21.1% |
| 6M | +74.0% | -15.8% | +89.8% | +81.4% |
| YTD | +13.0% | -1.9% | +14.9% | +11.5% |
| 1Y | -0.2% | +22.5% | -22.7% | -7.6% |
| 3Y | +9.9% | +100.5% | -90.7% | -19.9% |
| All | +18.4% | +181.9% | -163.5% | -14.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling