+100.5%
NXT vs BLDR
-54.9%
+155.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.9% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -17.2% | -16.2% | -1.0% | -12.0% |
| 3M | -32.0% | -14.4% | -17.6% | -29.2% |
| 6M | -15.8% | -32.8% | +17.0% | -4.2% |
| YTD | -1.9% | -39.2% | +37.3% | +14.8% |
| 1Y | +22.5% | -57.7% | +80.2% | +64.4% |
| 3Y | +100.5% | -55.3% | +155.8% | +136.1% |
| All | +100.5% | -54.9% | +155.4% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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