+1.5%
NFLX vs BURL
-15.9%
+17.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.6% |
| 7D | +5.7% | +3.5% | +2.2% | +4.9% |
| 30D | -4.6% | -9.3% | +4.7% | -2.6% |
| 3M | -11.6% | -32.1% | +20.5% | -4.3% |
| 6M | -25.4% | -19.8% | -5.6% | -22.5% |
| YTD | -30.1% | -13.2% | -16.9% | -29.1% |
| 1Y | -40.3% | -7.8% | -32.5% | -40.7% |
| 3Y | +51.6% | +89.3% | -37.7% | +15.8% |
| 5Y | +1.5% | -15.8% | +17.3% | -6.8% |
| All | +1.5% | -15.9% | +17.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling