-2.5%
NFLX vs BURL
-12.4%
+9.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -0.1% |
| 7D | +2.6% | +7.7% | -5.1% | +0.9% |
| 30D | -9.0% | -7.1% | -1.9% | -7.6% |
| 3M | -13.7% | -30.3% | +16.6% | -7.1% |
| 6M | -26.9% | -15.5% | -11.4% | -24.9% |
| YTD | -31.8% | -11.0% | -20.8% | -31.2% |
| 1Y | -42.1% | -8.4% | -33.6% | -42.3% |
| 3Y | +47.0% | +96.7% | -49.7% | +11.0% |
| 5Y | -2.5% | -14.1% | +11.5% | -11.0% |
| All | -2.5% | -12.4% | +9.8% | -11.0% |
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 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