+91.6%
NXT vs BURL
+63.9%
+27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.3% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | -15.3% | -28.2% | +12.8% | -5.2% |
| 3M | -43.8% | -17.6% | -26.2% | -40.2% |
| 6M | -18.7% | -11.8% | -6.9% | -15.6% |
| YTD | -3.0% | -8.1% | +5.1% | -0.7% |
| 1Y | +22.7% | -12.0% | +34.7% | +26.4% |
| All | +91.6% | +63.9% | +27.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling