-15.9%
BURL vs NWSA
+12.8%
-28.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +4.1% | -9.4% | +13.5% | +9.1% |
| 30D | -9.5% | -7.8% | -1.7% | -6.0% |
| 3M | -33.5% | -10.8% | -22.8% | -30.0% |
| 6M | -22.1% | +1.1% | -23.2% | -24.4% |
| YTD | -14.6% | +1.8% | -16.4% | -18.2% |
| 1Y | -8.4% | +6.0% | -14.4% | -14.5% |
| 3Y | +86.6% | +24.6% | +62.0% | +53.2% |
| All | -15.9% | +12.8% | -28.7% | -28.9% |
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