+167.1%
NXT vs BWA
+62.7%
+104.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -22.4% | -5.5% | -17.0% | -20.4% |
| 3M | -27.3% | -7.6% | -19.7% | -24.5% |
| 6M | -28.5% | +25.0% | -53.4% | -34.5% |
| YTD | -6.6% | +47.0% | -53.6% | -21.7% |
| 1Y | +20.4% | +54.0% | -33.6% | -1.5% |
| 3Y | +90.9% | +70.7% | +20.2% | +44.1% |
| All | +167.1% | +62.7% | +104.4% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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