+73.5%
NI vs BURL
+63.9%
+9.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.8% |
| 7D | +2.0% | -2.8% | +4.8% | +2.2% |
| 30D | -3.5% | -28.2% | +24.6% | -1.5% |
| 3M | -9.1% | -17.6% | +8.5% | -8.1% |
| 6M | -11.8% | -11.8% | -0.1% | -11.4% |
| YTD | +1.1% | -8.1% | +9.2% | +1.2% |
| 1Y | +6.7% | -12.0% | +18.7% | +7.0% |
| All | +73.5% | +63.9% | +9.6% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling