-5.0%
NXT vs BURL
-9.1%
+4.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | +18.5% | -4.4% | +23.0% | +20.3% |
| 3M | -4.1% | -28.6% | +24.5% | +7.6% |
| 6M | -20.3% | -12.3% | -8.0% | -17.5% |
| YTD | +15.5% | -11.3% | +26.7% | +20.8% |
| 1Y | -5.0% | -10.4% | +5.5% | -0.7% |
| All | -5.0% | -9.1% | +4.1% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling