+520.2%
NEE vs BURL
+987.9%
-467.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +7.4% | +3.5% | +4.0% | +7.0% |
| 30D | +13.3% | -9.3% | +22.6% | +14.5% |
| 3M | +3.5% | -32.1% | +35.6% | +8.0% |
| 6M | -7.0% | -19.8% | +12.8% | -5.1% |
| YTD | +12.3% | -13.2% | +25.5% | +13.2% |
| 1Y | +10.5% | -7.8% | +18.4% | +10.3% |
| 3Y | +62.5% | +89.3% | -26.8% | +45.0% |
| 5Y | +18.0% | -15.8% | +33.8% | +13.4% |
| 10Y | +270.1% | +262.2% | +7.9% | +207.0% |
| All | +520.2% | +987.9% | -467.7% | +424.3% |
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 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