-75.3%
NKE vs BURL
-10.8%
-64.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | +7.6% | -7.7% | +15.4% | +10.1% |
| 3M | -6.9% | -31.7% | +24.8% | +3.3% |
| 6M | -8.5% | -15.2% | +6.7% | -5.1% |
| YTD | -38.8% | -15.9% | -22.9% | -36.6% |
| 1Y | -40.6% | -14.2% | -26.4% | -39.2% |
| 3Y | -60.9% | +93.5% | -154.4% | -69.6% |
| All | -75.3% | -10.8% | -64.6% | -76.9% |
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