+120.2%
NEM vs BURL
-10.8%
+130.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.8% |
| 7D | -6.4% | -1.6% | -4.8% | -6.3% |
| 30D | +1.4% | -7.7% | +9.2% | +2.2% |
| 3M | -0.7% | -31.7% | +30.9% | +2.6% |
| 6M | -4.5% | -15.2% | +10.7% | -3.5% |
| YTD | +14.0% | -15.9% | +30.0% | +15.3% |
| 1Y | +27.3% | -14.2% | +41.5% | +28.2% |
| 3Y | +250.5% | +93.5% | +157.0% | +230.0% |
| All | +120.2% | -10.8% | +130.9% | +96.0% |
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