+86.8%
NXT vs BTSG
+382.3%
-295.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | +0.8% |
| 7D | -2.6% | -5.8% | +3.2% | -0.9% |
| 30D | -22.4% | 0.0% | -22.4% | -22.5% |
| 3M | -27.3% | -4.5% | -22.9% | -26.5% |
| 6M | -28.5% | +40.0% | -68.5% | -35.1% |
| YTD | -6.6% | +54.6% | -61.2% | -17.4% |
| 1Y | +20.4% | +106.1% | -85.8% | +0.2% |
| All | +86.8% | +382.3% | -295.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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