+106.1%
NI vs BURL
-15.9%
+122.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.3% |
| 30D | +10.0% | -9.3% | +19.3% | +10.7% |
| 3M | +4.3% | -32.1% | +36.4% | +6.9% |
| 6M | -6.5% | -19.8% | +13.3% | -5.4% |
| YTD | +9.3% | -13.2% | +22.5% | +9.8% |
| 1Y | +6.4% | -7.8% | +14.3% | +6.3% |
| 3Y | +89.1% | +89.3% | -0.3% | +76.1% |
| 5Y | +106.1% | -15.8% | +121.9% | +93.1% |
| All | +106.1% | -15.9% | +122.0% | +93.1% |
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