+470.7%
NEM vs BURL
+987.9%
-517.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.5% |
| 7D | +7.1% | +3.5% | +3.6% | +6.9% |
| 30D | +2.9% | -9.3% | +12.1% | +3.4% |
| 3M | +15.0% | -32.1% | +47.1% | +17.5% |
| 6M | +10.3% | -19.8% | +30.1% | +11.4% |
| YTD | +20.7% | -13.2% | +33.8% | +21.3% |
| 1Y | +48.0% | -7.8% | +55.9% | +48.2% |
| 3Y | +225.0% | +89.3% | +135.7% | +213.2% |
| 5Y | +143.7% | -15.8% | +159.6% | +137.9% |
| 10Y | +305.3% | +262.2% | +43.1% | +286.2% |
| All | +470.7% | +987.9% | -517.3% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling