+153.1%
NEM vs BURL
-12.4%
+165.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.1% |
| 7D | +14.7% | +7.7% | +7.0% | +14.0% |
| 30D | +6.2% | -7.1% | +13.4% | +6.9% |
| 3M | +11.0% | -30.3% | +41.3% | +14.4% |
| 6M | +7.9% | -15.5% | +23.4% | +9.0% |
| YTD | +26.2% | -11.0% | +37.1% | +26.8% |
| 1Y | +51.5% | -8.4% | +59.9% | +51.7% |
| 3Y | +290.6% | +96.7% | +193.9% | +267.6% |
| 5Y | +153.1% | -14.1% | +167.1% | +121.6% |
| All | +153.1% | -12.4% | +165.4% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling