+244.0%
NEE vs BURL
+215.5%
+28.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.1% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | -2.2% | -28.2% | +26.0% | +2.0% |
| 3M | -1.2% | -17.6% | +16.4% | +1.1% |
| 6M | -8.6% | -11.8% | +3.2% | -7.7% |
| YTD | +6.2% | -8.1% | +14.3% | +6.5% |
| 1Y | +21.1% | -12.0% | +33.1% | +21.7% |
| 3Y | +36.4% | +63.3% | -26.9% | +22.2% |
| 5Y | +11.4% | -10.8% | +22.2% | +6.0% |
| All | +244.0% | +215.5% | +28.5% | +199.7% |
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 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