+177.4%
NXT vs BTI
+95.6%
+81.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -15.3% | -6.6% | -8.7% | -14.5% |
| 3M | -43.8% | -3.0% | -40.8% | -44.0% |
| 6M | -18.7% | -6.7% | -12.0% | -18.6% |
| YTD | -3.0% | +0.6% | -3.6% | -4.6% |
| 1Y | +22.7% | +5.6% | +17.1% | +19.8% |
| 3Y | +95.9% | +110.3% | -14.4% | +45.2% |
| All | +177.4% | +95.6% | +81.8% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling