+177.4%
NXT vs BAH
-18.5%
+196.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -1.1% | -3.2% | +2.1% | -1.1% |
| 30D | -15.3% | +2.0% | -17.3% | -15.3% |
| 3M | -43.8% | -7.6% | -36.2% | -43.3% |
| 6M | -18.7% | -5.7% | -13.0% | -18.3% |
| YTD | -3.0% | -11.7% | +8.7% | -2.3% |
| 1Y | +22.7% | -27.4% | +50.1% | +26.2% |
| 3Y | +95.9% | -32.5% | +128.5% | +94.3% |
| All | +177.4% | -18.5% | +196.0% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling