-25.4%
NFLX vs BURL
-19.4%
-6.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.9% |
| 7D | +5.7% | +3.5% | +2.2% | +5.3% |
| 30D | -4.6% | -9.3% | +4.7% | -4.6% |
| 3M | -11.6% | -32.1% | +20.5% | -10.6% |
| 6M | -25.4% | -19.8% | -5.6% | -23.6% |
| All | -25.4% | -19.4% | -6.0% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling