+479.4%
NBIS vs BURL
-5.4%
+484.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.6% | -6.3% | -8.6% |
| 7D | -10.5% | -1.6% | -8.9% | -9.6% |
| 30D | -37.7% | -7.7% | -30.0% | -35.7% |
| 3M | -54.6% | -31.7% | -22.9% | -48.1% |
| 6M | -44.1% | -15.2% | -28.9% | -44.2% |
| YTD | +38.4% | -15.9% | +54.4% | +37.6% |
| 1Y | +30.7% | -14.2% | +45.0% | +26.5% |
| All | +479.4% | -5.4% | +484.8% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling