+177.4%
NXT vs BWA
+67.3%
+110.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.2% |
| 7D | -1.1% | +5.7% | -6.8% | -3.8% |
| 30D | -15.3% | +1.4% | -16.7% | -16.0% |
| 3M | -43.8% | -12.1% | -31.7% | -40.1% |
| 6M | -18.7% | +28.6% | -47.2% | -26.5% |
| YTD | -3.0% | +51.1% | -54.1% | -19.8% |
| 1Y | +22.7% | +55.9% | -33.1% | -0.2% |
| 3Y | +95.9% | +70.1% | +25.8% | +48.0% |
| All | +177.4% | +67.3% | +110.2% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling