+547.5%
NBIS vs BURL
-3.8%
+551.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.1% |
| 7D | -16.0% | +4.1% | -20.1% | -17.2% |
| 30D | -45.4% | -9.5% | -35.9% | -43.5% |
| 3M | -31.8% | -33.5% | +1.7% | -21.7% |
| 6M | -33.6% | -22.1% | -11.5% | -30.7% |
| YTD | +54.7% | -14.6% | +69.3% | +52.2% |
| 1Y | +18.3% | -8.4% | +26.7% | +9.2% |
| All | +547.5% | -3.8% | +551.3% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling