+409.0%
NFLX vs BURL
+252.7%
+156.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +2.1% | +4.1% | -1.9% | +1.4% |
| 30D | -9.0% | -9.5% | +0.4% | -7.3% |
| 3M | -14.0% | -33.5% | +19.6% | -7.3% |
| 6M | -28.2% | -22.1% | -6.1% | -25.3% |
| YTD | -32.4% | -14.6% | -17.8% | -31.3% |
| 1Y | -42.2% | -8.4% | -33.8% | -42.3% |
| 3Y | +45.9% | +86.6% | -40.7% | +20.3% |
| 5Y | -1.8% | -17.2% | +15.4% | -7.9% |
| All | +409.0% | +252.7% | +156.3% | +296.0% |
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