+207.3%
NXT vs BURL
+11.2%
+196.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.2% | -6.4% |
| 7D | -6.0% | +0.4% | -6.4% | -6.2% |
| 30D | +5.4% | -4.3% | +9.8% | +6.9% |
| 3M | -9.7% | -28.8% | +19.1% | +0.2% |
| 6M | -25.3% | -12.8% | -12.5% | -22.5% |
| YTD | +7.5% | -12.8% | +20.3% | +11.5% |
| 1Y | -3.0% | -12.3% | +9.2% | -0.1% |
| 3Y | +171.4% | +92.7% | +78.7% | +119.6% |
| All | +207.3% | +11.2% | +196.1% | +158.9% |
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