-10.7%
BURL vs NWSA
+40.7%
-51.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | -2.8% | -1.9% | -0.9% | -1.8% |
| 30D | -28.2% | +4.6% | -32.7% | -30.1% |
| 3M | -17.6% | +13.2% | -30.8% | -23.7% |
| 6M | -11.8% | +27.0% | -38.8% | -24.3% |
| YTD | -8.1% | +16.8% | -25.0% | -17.7% |
| 1Y | -12.0% | +4.5% | -16.5% | -15.8% |
| 3Y | +63.3% | +46.2% | +17.1% | +23.7% |
| All | -10.7% | +40.7% | -51.4% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling