+1,449.6%
NET vs BURL
+34.1%
+1,415.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.9% |
| 7D | -7.0% | -2.8% | -4.2% | -6.2% |
| 30D | -4.8% | -28.2% | +23.4% | +6.3% |
| 3M | +3.8% | -17.6% | +21.4% | +9.9% |
| 6M | +50.0% | -11.8% | +61.8% | +53.0% |
| YTD | +41.5% | -8.1% | +49.6% | +41.6% |
| 1Y | +32.8% | -12.0% | +44.8% | +33.3% |
| 3Y | +335.9% | +63.3% | +272.6% | +225.5% |
| 5Y | +113.8% | -10.8% | +124.6% | +81.1% |
| All | +1,449.6% | +34.1% | +1,415.5% | +1,051.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling