+673.5%
NBIS vs BURL
-0.1%
+673.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.9% | +14.5% | +15.1% |
| 7D | +9.3% | -0.8% | +10.1% | +9.9% |
| 30D | -26.4% | -4.4% | -21.9% | -25.1% |
| 3M | -19.9% | -28.6% | +8.6% | -10.3% |
| 6M | -16.9% | -12.3% | -4.6% | -17.9% |
| YTD | +84.8% | -11.3% | +96.1% | +79.7% |
| 1Y | +51.3% | -10.4% | +61.8% | +44.4% |
| All | +673.5% | -0.1% | +673.6% | +566.6% |
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