+180.5%
NXT vs BG
+42.9%
+137.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.2% | +0.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.4% |
| 30D | -17.2% | +15.0% | -32.3% | -19.6% |
| 3M | -32.0% | -0.7% | -31.3% | -32.0% |
| 6M | -15.8% | +7.5% | -23.3% | -17.6% |
| YTD | -1.9% | +41.6% | -43.5% | -10.5% |
| 1Y | +22.5% | +50.7% | -28.2% | +10.0% |
| 3Y | +100.5% | +20.3% | +80.3% | +85.5% |
| All | +180.5% | +42.9% | +137.7% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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