+11.5%
NEE vs BURL
-10.8%
+22.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.2% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +8.6% | -7.7% | +16.4% | +9.4% |
| 3M | -0.3% | -31.7% | +31.4% | +3.2% |
| 6M | -8.9% | -15.2% | +6.2% | -7.9% |
| YTD | +8.3% | -15.9% | +24.3% | +9.3% |
| 1Y | +4.3% | -14.2% | +18.5% | +4.7% |
| 3Y | +70.7% | +93.5% | -22.8% | +52.5% |
| All | +11.5% | -10.8% | +22.3% | +3.9% |
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