+96.3%
NXT vs BTSG
+421.3%
-325.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.2% |
| 7D | +2.9% | +5.7% | -2.9% | +1.1% |
| 30D | -17.2% | +0.2% | -17.5% | -17.5% |
| 3M | -32.0% | +5.6% | -37.6% | -33.2% |
| 6M | -15.8% | +50.8% | -66.5% | -25.3% |
| YTD | -1.9% | +67.0% | -69.0% | -15.2% |
| 1Y | +22.5% | +145.5% | -123.0% | -2.2% |
| All | +96.3% | +421.3% | -325.1% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling