+96.7%
BURL vs NWSA
+26.5%
+70.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +7.7% | -10.5% | +18.2% | +12.3% |
| 30D | -7.1% | -8.8% | +1.6% | -4.0% |
| 3M | -30.3% | -6.5% | -23.8% | -28.9% |
| 6M | -15.5% | -1.3% | -14.2% | -16.3% |
| YTD | -11.0% | +2.5% | -13.5% | -14.0% |
| 1Y | -8.4% | +0.2% | -8.6% | -10.2% |
| 3Y | +96.7% | +27.6% | +69.1% | +48.0% |
| All | +96.7% | +26.5% | +70.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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