+379.9%
NEM vs BURL
+254.9%
+125.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +1.1% | -4.4% | +5.6% | +1.4% |
| 3M | +1.3% | -28.6% | +29.9% | +3.6% |
| 6M | -1.4% | -12.3% | +10.9% | -0.8% |
| YTD | +19.4% | -11.3% | +30.7% | +20.0% |
| 1Y | +32.9% | -10.4% | +43.4% | +33.3% |
| 3Y | +267.0% | +96.1% | +170.9% | +248.5% |
| 5Y | +131.0% | -5.0% | +136.0% | +123.0% |
| 10Y | +379.9% | +251.8% | +128.1% | +348.1% |
| All | +379.9% | +254.9% | +125.0% | +348.1% |
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