-60.9%
NKE vs BURL
+87.4%
-148.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +7.6% | -7.7% | +15.4% | +9.7% |
| 3M | -6.9% | -31.7% | +24.8% | +2.0% |
| 6M | -8.5% | -15.2% | +6.7% | -5.5% |
| YTD | -38.8% | -15.9% | -22.9% | -36.8% |
| 1Y | -40.6% | -14.2% | -26.4% | -39.3% |
| 3Y | -60.9% | +93.5% | -154.4% | -63.3% |
| All | -60.9% | +87.4% | -148.3% | -63.3% |
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