+191.9%
NI vs BURL
+244.4%
-52.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +3.1% | +0.4% | +2.6% | +3.0% |
| 30D | +11.2% | -4.3% | +15.5% | +11.7% |
| 3M | +9.8% | -28.8% | +38.6% | +14.6% |
| 6M | -1.6% | -12.8% | +11.2% | -0.5% |
| YTD | +12.6% | -12.8% | +25.4% | +13.6% |
| 1Y | +7.8% | -12.3% | +20.0% | +8.3% |
| 3Y | +100.5% | +92.7% | +7.8% | +73.9% |
| 5Y | +114.4% | -6.5% | +121.0% | +102.8% |
| All | +191.9% | +244.4% | -52.5% | +141.8% |
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 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