+182.4%
NXT vs BURL
+86.7%
+95.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.9% |
| 3M | +6.6% | -33.5% | +40.1% | +21.1% |
| 6M | -16.8% | -22.1% | +5.3% | -10.5% |
| YTD | +20.4% | -14.6% | +35.0% | +26.0% |
| 1Y | -1.5% | -8.4% | +6.8% | +0.1% |
| 3Y | +182.4% | +86.6% | +95.8% | +147.2% |
| All | +182.4% | +86.7% | +95.6% | +147.2% |
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