-10.3%
BURL vs NWSA
+18.8%
-29.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.2% | -5.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.8% |
| 30D | -7.7% | -8.8% | +1.0% | -3.6% |
| 3M | -31.7% | -6.5% | -25.2% | -29.9% |
| 6M | -15.2% | +1.5% | -16.7% | -17.7% |
| YTD | -15.9% | +4.0% | -20.0% | -20.5% |
| 1Y | -14.2% | +3.4% | -17.6% | -18.5% |
| 3Y | +93.5% | +34.8% | +58.7% | +51.0% |
| All | -10.3% | +18.8% | -29.0% | -25.1% |
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