+290.6%
NEM vs BURL
+95.8%
+194.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.9% |
| 7D | +14.7% | +7.7% | +7.0% | +13.6% |
| 30D | +6.2% | -7.1% | +13.4% | +7.1% |
| 3M | +11.0% | -30.3% | +41.3% | +15.8% |
| 6M | +7.9% | -15.5% | +23.4% | +9.2% |
| YTD | +26.2% | -11.0% | +37.1% | +26.8% |
| 1Y | +51.5% | -8.4% | +59.9% | +51.4% |
| 3Y | +290.6% | +96.7% | +193.9% | +249.2% |
| All | +290.6% | +95.8% | +194.8% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling