+212.0%
NXT vs BURL
+7.2%
+204.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.7% |
| 7D | -9.4% | -1.6% | -7.8% | -9.0% |
| 30D | +15.1% | -7.7% | +22.9% | +18.1% |
| 3M | -9.1% | -31.7% | +22.5% | +2.2% |
| 6M | -30.3% | -15.2% | -15.2% | -27.0% |
| YTD | +9.1% | -15.9% | +25.0% | +14.6% |
| 1Y | +7.9% | -14.2% | +22.1% | +11.9% |
| 3Y | +176.5% | +93.5% | +83.0% | +123.7% |
| All | +212.0% | +7.2% | +204.8% | +165.9% |
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