+681.8%
NFLX vs BURL
+215.5%
+466.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -8.0% | -5.8% |
| 7D | -4.2% | -2.8% | -1.5% | -3.8% |
| 30D | +5.5% | -28.2% | +33.6% | +12.1% |
| 3M | -4.1% | -17.6% | +13.5% | -0.8% |
| 6M | -20.7% | -11.8% | -8.9% | -19.6% |
| YTD | -16.5% | -8.1% | -8.4% | -16.2% |
| 1Y | -37.8% | -12.0% | -25.8% | -37.4% |
| 3Y | +77.9% | +63.3% | +14.6% | +51.8% |
| 5Y | +32.5% | -10.8% | +43.3% | +22.6% |
| All | +681.8% | +215.5% | +466.3% | +510.5% |
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