+17.6%
NEE vs BURL
-17.2%
+34.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +3.9% | +4.1% | -0.2% | +3.5% |
| 30D | +12.8% | -9.5% | +22.3% | +13.8% |
| 3M | +3.6% | -33.5% | +37.1% | +7.4% |
| 6M | -7.5% | -22.1% | +14.6% | -5.7% |
| YTD | +10.7% | -14.6% | +25.2% | +11.5% |
| 1Y | +9.1% | -8.4% | +17.4% | +8.8% |
| 3Y | +61.0% | +86.6% | -25.6% | +44.7% |
| All | +17.6% | -17.2% | +34.7% | +9.3% |
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