+86.1%
NXT vs BIYA
-99.8%
+185.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -0.2% | +2.7% | -3.0% | -0.3% |
| 30D | -20.0% | -16.7% | -3.3% | -19.8% |
| 3M | -30.9% | -74.6% | +43.7% | -31.8% |
| 6M | -23.8% | -85.4% | +61.6% | -25.4% |
| YTD | -5.4% | -94.2% | +88.7% | -6.5% |
| 1Y | +28.0% | -98.6% | +126.6% | +32.5% |
| All | +86.1% | -99.8% | +185.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling