+11.8%
BTDR vs NXT
+173.5%
-161.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | +32.6% | -20.0% | +52.6% | +43.7% |
| 3M | -32.2% | -30.7% | -1.5% | -22.5% |
| 6M | +52.4% | -29.0% | +81.3% | +69.0% |
| YTD | +6.7% | -4.8% | +11.5% | +6.5% |
| 1Y | -15.2% | +22.8% | -38.0% | -21.1% |
| 3Y | +14.9% | +93.9% | -79.1% | -15.2% |
| All | +11.8% | +173.5% | -161.7% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling