+176.5%
NXT vs BWA
+64.0%
+112.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -9.4% | +4.3% | -13.7% | -11.6% |
| 30D | +15.1% | -13.0% | +28.1% | +24.3% |
| 3M | -9.1% | -24.8% | +15.7% | +6.3% |
| 6M | -30.3% | -23.5% | -6.8% | -18.8% |
| YTD | +9.1% | +13.8% | -4.8% | +3.1% |
| 1Y | +7.9% | +13.4% | -5.6% | +2.1% |
| 3Y | +176.5% | +62.8% | +113.7% | +104.0% |
| All | +176.5% | +64.0% | +112.5% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling