+92.7%
NXT vs BTI
+105.9%
-13.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -20.0% | -4.8% | -15.2% | -19.4% |
| 3M | -30.9% | -8.1% | -22.8% | -30.4% |
| 6M | -23.8% | -4.2% | -19.6% | -24.3% |
| YTD | -5.4% | -1.3% | -4.1% | -7.0% |
| 1Y | +28.0% | +2.1% | +25.9% | +25.4% |
| All | +92.7% | +105.9% | -13.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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