+501.9%
NBIS vs BURL
-2.3%
+504.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -2.9% | -12.0% | -13.9% |
| 7D | -30.0% | +3.5% | -33.5% | -30.8% |
| 30D | -51.8% | -9.3% | -42.5% | -50.1% |
| 3M | -45.0% | -32.1% | -12.9% | -37.4% |
| 6M | -31.6% | -19.8% | -11.8% | -29.3% |
| YTD | +43.8% | -13.2% | +57.0% | +40.8% |
| 1Y | +2.9% | -7.8% | +10.7% | -4.7% |
| All | +501.9% | -2.3% | +504.1% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling