+290.5%
NEM vs BURL
+215.5%
+75.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.0% |
| 7D | +0.3% | -2.8% | +3.1% | +0.5% |
| 30D | +23.1% | -28.2% | +51.2% | +26.0% |
| 3M | +18.5% | -17.6% | +36.1% | +20.0% |
| 6M | +7.8% | -11.8% | +19.6% | +8.4% |
| YTD | +29.1% | -8.1% | +37.3% | +29.5% |
| 1Y | +72.7% | -12.0% | +84.6% | +73.3% |
| 3Y | +248.7% | +63.3% | +185.4% | +233.8% |
| 5Y | +148.7% | -10.8% | +159.5% | +140.7% |
| All | +290.5% | +215.5% | +75.1% | +302.2% |
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