+65.8%
BX vs NXT
+178.8%
-112.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | +0.1% | -15.3% | +15.4% | +2.2% |
| 3M | +16.0% | -43.8% | +59.8% | +24.3% |
| 6M | +21.6% | -18.7% | +40.3% | +22.8% |
| YTD | -8.9% | -3.0% | -5.9% | -10.7% |
| 1Y | -16.6% | +22.7% | -39.3% | -21.6% |
| 3Y | +43.3% | +95.9% | -52.6% | +19.3% |
| All | +65.8% | +178.8% | -112.9% | +23.6% |
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