+902.7%
BURL vs NWSA
+91.7%
+811.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.4% | +10.4% | +3.0% |
| 7D | +3.5% | -10.1% | +13.6% | +8.1% |
| 30D | -9.3% | -7.3% | -2.0% | -6.5% |
| 3M | -32.1% | -8.6% | -23.5% | -29.9% |
| 6M | -19.8% | +4.4% | -24.2% | -22.6% |
| YTD | -13.2% | +2.1% | -15.3% | -16.0% |
| 1Y | -7.8% | +4.1% | -11.9% | -11.6% |
| 3Y | +89.3% | +23.5% | +65.9% | +66.8% |
| 5Y | -15.8% | +13.5% | -29.3% | -24.7% |
| 10Y | +262.2% | +149.4% | +112.8% | +121.8% |
| All | +902.7% | +91.7% | +811.0% | +554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling