+106.7%
NI vs BURL
-17.2%
+123.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -0.9% | +4.1% | -5.0% | -1.2% |
| 30D | +9.6% | -9.5% | +19.1% | +10.3% |
| 3M | +2.5% | -33.5% | +36.0% | +5.2% |
| 6M | -5.8% | -22.1% | +16.3% | -4.5% |
| YTD | +8.6% | -14.6% | +23.1% | +9.2% |
| 1Y | +6.0% | -8.4% | +14.3% | +5.9% |
| 3Y | +91.0% | +86.6% | +4.5% | +78.2% |
| All | +106.7% | -17.2% | +123.9% | +93.4% |
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