-74.1%
NKE vs BURL
-11.0%
-63.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -8.6% | -28.2% | +19.6% | +0.2% |
| 3M | -11.0% | -17.6% | +6.6% | -6.2% |
| 6M | -33.2% | -11.8% | -21.5% | -31.5% |
| YTD | -38.1% | -8.1% | -30.0% | -37.4% |
| 1Y | -47.4% | -12.0% | -35.4% | -46.5% |
| 3Y | -59.8% | +63.3% | -123.1% | -66.9% |
| All | -74.1% | -11.0% | -63.2% | -76.0% |
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