+180.5%
NXT vs BBWI
-53.5%
+234.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.3% | +1.9% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | -17.2% | -6.2% | -11.0% | -16.4% |
| 3M | -32.0% | +4.3% | -36.3% | -33.7% |
| 6M | -15.8% | -7.2% | -8.6% | -16.1% |
| YTD | -1.9% | -3.0% | +1.1% | -4.4% |
| 1Y | +22.5% | -30.8% | +53.2% | +31.2% |
| 3Y | +100.5% | -43.4% | +143.9% | +119.2% |
| All | +180.5% | -53.5% | +234.0% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling