+1,031.9%
NBIS vs BURL
+3.4%
+1,028.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.5% |
| 7D | +8.2% | -2.8% | +11.0% | +9.3% |
| 30D | +3.4% | -28.2% | +31.5% | +15.8% |
| 3M | -12.8% | -17.6% | +4.8% | -9.0% |
| 6M | +131.5% | -11.8% | +143.3% | +128.1% |
| YTD | +170.5% | -8.1% | +178.6% | +160.3% |
| 1Y | +248.8% | -12.0% | +260.7% | +239.5% |
| All | +1,031.9% | +3.4% | +1,028.5% | +865.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling