-47.7%
BTDR vs NXT
+213.5%
-261.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.2% | -9.2% |
| 7D | -6.9% | -9.4% | +2.5% | -3.1% |
| 30D | -31.5% | +15.1% | -46.6% | -35.1% |
| 3M | -36.1% | -9.1% | -27.0% | -34.1% |
| 6M | -57.6% | -30.3% | -27.3% | -52.5% |
| YTD | -50.0% | +9.1% | -59.1% | -52.7% |
| 1Y | -49.6% | +7.9% | -57.5% | -52.2% |
| 3Y | +48.5% | +176.5% | -128.0% | +3.5% |
| All | -47.7% | +213.5% | -261.2% | -63.7% |
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