+244.4%
NXT vs BURL
+8.9%
+235.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.9% |
| 7D | +32.2% | +4.1% | +28.2% | +30.8% |
| 30D | +21.9% | -9.5% | +31.4% | +25.8% |
| 3M | +6.6% | -33.5% | +40.1% | +20.9% |
| 6M | -16.8% | -22.1% | +5.3% | -10.6% |
| YTD | +20.4% | -14.6% | +35.0% | +25.8% |
| 1Y | -1.5% | -8.4% | +6.8% | 0.0% |
| 3Y | +182.4% | +86.6% | +95.8% | +130.9% |
| All | +244.4% | +8.9% | +235.5% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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