+178.1%
NI vs BURL
+261.4%
-83.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.2% | +1.5% |
| 7D | +0.4% | +7.7% | -7.3% | -0.6% |
| 30D | +11.3% | -7.1% | +18.4% | +12.3% |
| 3M | +6.5% | -30.3% | +36.8% | +11.4% |
| 6M | -2.3% | -15.5% | +13.3% | -0.7% |
| YTD | +10.8% | -11.0% | +21.8% | +11.4% |
| 1Y | +6.2% | -8.4% | +14.7% | +6.1% |
| 3Y | +98.7% | +96.7% | +2.0% | +71.8% |
| 5Y | +111.3% | -14.1% | +125.4% | +103.7% |
| 10Y | +178.1% | +255.1% | -77.0% | +128.2% |
| All | +178.1% | +261.4% | -83.3% | +128.2% |
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