+146.9%
NEM vs BURL
-17.2%
+164.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +13.4% | +4.1% | +9.3% | +13.0% |
| 30D | +6.5% | -9.5% | +16.0% | +7.4% |
| 3M | +14.9% | -33.5% | +48.4% | +18.9% |
| 6M | +5.5% | -22.1% | +27.6% | +7.4% |
| YTD | +21.9% | -14.6% | +36.4% | +23.0% |
| 1Y | +47.9% | -8.4% | +56.2% | +48.1% |
| 3Y | +238.2% | +86.6% | +151.6% | +219.6% |
| All | +146.9% | -17.2% | +164.1% | +118.1% |
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 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