+207.3%
NXT vs BTI
+119.2%
+88.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -6.0% | -3.2% | -2.8% | -5.7% |
| 30D | +5.4% | +9.7% | -4.2% | +4.1% |
| 3M | -9.7% | +11.1% | -20.8% | -11.0% |
| 6M | -25.3% | -1.2% | -24.1% | -25.1% |
| YTD | +7.5% | +12.7% | -5.2% | +4.1% |
| 1Y | -3.0% | +15.8% | -18.8% | -6.5% |
| 3Y | +171.4% | +148.9% | +22.5% | +96.1% |
| All | +207.3% | +119.2% | +88.1% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling