-14.5%
BURL vs NWSA
+13.2%
-27.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.4% | +10.4% | +4.2% |
| 7D | +3.5% | -10.1% | +13.6% | +9.0% |
| 30D | -9.3% | -7.3% | -2.0% | -6.1% |
| 3M | -32.1% | -8.6% | -23.5% | -29.5% |
| 6M | -19.8% | +4.4% | -24.2% | -23.7% |
| YTD | -13.2% | +2.1% | -15.3% | -17.0% |
| 1Y | -7.8% | +4.1% | -11.9% | -13.0% |
| 3Y | +89.3% | +23.5% | +65.9% | +56.4% |
| All | -14.5% | +13.2% | -27.7% | -27.9% |
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