+244.4%
NXT vs BAH
-4.5%
+248.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.8% | +5.2% |
| 7D | +32.2% | -3.5% | +35.8% | +32.1% |
| 30D | +21.9% | +24.3% | -2.3% | +22.4% |
| 3M | +6.6% | +16.3% | -9.7% | +7.1% |
| 6M | -16.8% | +13.6% | -30.4% | -15.9% |
| YTD | +20.4% | +3.5% | +16.9% | +21.7% |
| 1Y | -1.5% | +2.7% | -4.2% | -0.4% |
| 3Y | +182.4% | -26.6% | +209.0% | +186.6% |
| All | +244.4% | -4.5% | +248.9% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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