+448.1%
NFLX vs BURL
+247.8%
+200.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.3% | +5.9% | -6.1% | -1.3% |
| 30D | -10.0% | -8.3% | -1.7% | -8.5% |
| 3M | -17.1% | -31.6% | +14.6% | -11.2% |
| 6M | -27.7% | -16.6% | -11.1% | -25.8% |
| YTD | -32.5% | -12.1% | -20.4% | -31.8% |
| 1Y | -43.5% | -10.0% | -33.5% | -43.4% |
| 3Y | +41.4% | +94.3% | -52.8% | +15.8% |
| 5Y | -2.2% | -13.2% | +11.0% | -9.1% |
| 10Y | +448.1% | +252.5% | +195.6% | +329.5% |
| All | +448.1% | +247.8% | +200.3% | +329.5% |
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