+192.7%
NXT vs BBWI
-22.8%
+215.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -5.7% | -7.7% | +2.0% | -3.9% |
| 30D | +18.5% | +24.8% | -6.2% | +12.3% |
| 3M | -4.1% | +16.2% | -20.3% | -8.3% |
| 6M | -20.3% | +15.8% | -36.1% | -24.6% |
| YTD | +15.5% | +11.4% | +4.0% | +8.7% |
| 1Y | -5.0% | +3.2% | -8.2% | -9.6% |
| All | +192.7% | -22.8% | +215.5% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling