+51.1%
NEM vs BURL
-4.6%
+55.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.7% | +2.2% | +8.7% |
| 7D | +3.7% | +10.4% | -6.7% | +2.3% |
| 30D | +2.0% | -4.9% | +6.9% | +2.3% |
| 3M | +21.1% | -29.8% | +50.9% | +26.1% |
| 6M | +9.5% | -16.5% | +26.0% | +10.2% |
| YTD | +19.1% | -10.5% | +29.6% | +19.3% |
| 1Y | +51.1% | -5.3% | +56.4% | +50.3% |
| All | +51.1% | -4.6% | +55.7% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling